Evolving and Incremental Value Iteration Schemes for Nonlinear Discrete-Time Zero-Sum Games.

Abstract

In this article, evolving and incremental value iteration (VI) frameworks are constructed to address the discrete-time zero-sum game problem. First, the evolving scheme means that the closed-loop system is regulated by using the evolving policy pair. During the control stage, we are committed to establishing the stability criterion in order to guarantee the availability of evolving policy pairs. Second, a novel incremental VI algorithm, which takes the historical information of the iterative process into account, is developed to solve the regulation and tracking problems for the nonlinear zero-sum game. Via introducing different incremental factors, it is highlighted that we can adjust the convergence rate of the iterative cost function sequence. Finally, two simulation examples, including linear and nonlinear systems, are conducted to demonstrate the performance and the validity of the proposed evolving and incremental VI schemes.