An adaptive algorithm for discrete-time differential games

Abstract

This paper presents an algorithm for a player to improve his performance by adapting optimally over his non-optimally playing opponent in discrete-time differential games. The algorithm first estimates the opponent's actual strategies and then constructs an adaptive strategy for the player. The adaptive strategy is periodically updated according to the opponent's behavior using the neighboring optimal closed-loop solution technique. An example is given which demonstrates the superiority of this algorithm over the conventional one which assumes that the opponent plays optimally.