Hamilton Jacobi Isaacs Equation Research Articles

Rate of Convergence for First-Order Singular Perturbation Problems: Hamilton–Jacobi–Isaacs Equations and Mean Field Games of Acceleration

Rate of Convergence for First-Order Singular Perturbation Problems: Hamilton–Jacobi–Isaacs Equations and Mean Field Games of Acceleration

H∞ Differential Game of Nonlinear Half-Car Active Suspension via Off-Policy Reinforcement Learning

This paper investigates a parameter-free H∞ differential game approach for nonlinear active vehicle suspensions. The study accounts for the geometric nonlinearity of the half-car active suspension and the cubic nonlinearity of the damping elements. The nonlinear H∞ control problem is reformulated as a zero-sum game between two players, leading to the establishment of the Hamilton–Jacobi–Isaacs (HJI) equation with a Nash equilibrium solution. To minimize reliance on model parameters during the solution process, an actor–critic framework employing neural networks is utilized to approximate the control policy and value function. An off-policy reinforcement learning method is implemented to iteratively solve the HJI equation. In this approach, the disturbance policy is derived directly from the value function, requiring only a limited amount of driving data to approximate the HJI equation’s solution. The primary innovation of this method lies in its capacity to effectively address system nonlinearities without the need for model parameters, making it particularly advantageous for practical engineering applications. Numerical simulations confirm the method’s effectiveness and applicable range. The off-policy reinforcement learning approach ensures the safety of the design process. For low-frequency road disturbances, the designed H∞ control policy enhances both ride comfort and stability.

Optimal synchronization with [formula omitted]-gain performance: An adaptive dynamic programming approach

This paper studies an optimal synchronous control protocol design for nonlinear multi-agent systems under partially known dynamics and uncertain external disturbance. Under some mild assumptions, Hamilton–Jacobi–Isaacs equation is derived by the performance index function and system dynamics, which serves as an equivalent formulation. Distributed policy iteration adaptive dynamic programming is developed to obtain the numerical solution to the Hamilton–Jacobi–Isaacs equation. Three theoretical results are given about the proposed algorithm. First, the iterative variables is proved to converge to the solution to Hamilton–Jacobi–Isaacs equation. Second, the L2-gain performance of the closed loop system is achieved. As a special case, the origin of the nominal system is asymptotically stable. Third, the obtained control protocol constitutes an Nash equilibrium solution. Neural network-based implementation is designed following the main results. Finally, two numerical examples are provided to verify the effectiveness of the proposed method.

Asymmetric Constrained Optimal Tracking Control With Critic Learning of Nonlinear Multiplayer Zero-Sum Games.

By utilizing a neural-network-based adaptive critic mechanism, the optimal tracking control problem is investigated for nonlinear continuous-time (CT) multiplayer zero-sum games (ZSGs) with asymmetric constraints. Initially, we build an augmented system with the tracking error system and the reference system. Moreover, a novel nonquadratic function is introduced to address asymmetric constraints. Then, we derive the tracking Hamilton-Jacobi-Isaacs (HJI) equation of the constrained nonlinear multiplayer ZSG. However, it is extremely hard to get the analytical solution to the HJI equation. Hence, an adaptive critic mechanism based on neural networks is established to estimate the optimal cost function, so as to obtain the near-optimal control policy set and the near worst disturbance policy set. In the process of neural critic learning, we only utilize one critic neural network and develop a new weight updating rule. After that, by using the Lyapunov approach, the uniform ultimate boundedness stability of the tracking error in the augmented system and the weight estimation error of the critic network is verified. Finally, two simulation examples are provided to demonstrate the efficacy of the established mechanism.

Zero‐sum game for nonlinear multiagent systems with full‐state constraints

AbstractThis paper addresses the zero‐sum game problem for strict‐feedback nonlinear multiagent systems with full‐state constraints. Specifically, this paper focuses on the zero‐sum game scenario, wherein multiple agents aim to optimize the control strategies while considering the conflicting objectives of their opponents. To handle the full‐state constraints, a one‐to‐one nonlinear mapping technique is employed to convert the original strict‐feedback system into a more manageable pure‐feedback system without state constraints. In order to find a Nash equilibrium for virtual control signals and external disturbances, a simplified reinforcement learning algorithm is proposed, which tackles the challenges posed by solving the Hamilton–Jacobi–Isaacs equation. Unlike the existing optimal control strategies that deal with matching conditions, the optimal control strategy for strict‐feedback nonlinear systems needs to address the computational complexity issue arising from the repeated derivation of the virtual controller. To overcome the high‐order virtual controller problem, an approach based on the dynamic surface technique is introduced. By incorporating an approximation term of the high‐order virtual controller into the value function, the computational complexity challenge is effectively resolved. Based on the Lyapunov stability theorem, it is proved that all signals of the closed‐loop systems are semi‐global uniformly ultimately bounded and the tracking control performance can be guaranteed. Finally, simulation results are given to verify the effectiveness of the proposed control strategy.

Min–max adaptive dynamic programming for zero-sum differential games

In this paper, a min–max adaptive dynamic programming approach is studied for a zero-sum differential game problem with unknown nonlinear dynamics. The unknown nonlinear dynamics is learned through the online Recurrent Neural Network (RNN). The error between the learned RNN model and the dynamics of the system is proved to converge to zero. The policy iteration algorithm is utilised to solve the Hamilton–Jacobi–Isaacs (HJI) equation associated with the differential game. Furthermore, the value function in the HJI equation is approximated through a critical Neural Network with its weights and activation functions updated online iteratively. The Uniform Ultimate Bounded stability of the closed-loop system is proved based on the Lyapunov theory. Finally, the effectiveness of the proposed solution method is demonstrated by applying it to three examples.

Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space

We consider zero-sum stochastic games in continuous time with controlled Markov chains and with risk-sensitive average cost criterion. Here the transition and the cost rates may be unbounded. We prove the existence of the value of the game and a saddle-point equilibrium in the class of all stationary strategies under a Lyapunov stability condition. This is accomplished by establishing the existence of a principal eigenpair for the corresponding Hamilton-Jacobi-Isaacs (HJI) equation. This, in turn, is established by using a nonlinear version of Krein-Rutman theorem. We then obtain a characterization of the saddle-point equilibrium in terms of the corresponding HJI equation. Finally, we use a controlled population system to illustrate our results.

Robust Approximate Dynamic Programming for Nonlinear Systems With Both Model Error and External Disturbance.

Model error and external disturbance have been separately addressed by optimizing the definite H∞ performance in standard linear H∞ control problems. However, the concurrent handling of both introduces uncertainty and nonconvexity into the H∞ performance, posing a huge challenge for solving nonlinear problems. This article introduces an additional cost function in the augmented Hamilton-Jacobi-Isaacs (HJI) equation of zero-sum games to simultaneously manage the model error and external disturbance in nonlinear robust performance problems. For satisfying the Hamilton-Jacobi inequality in nonlinear robust control theory under all considered model errors, the relationship between the additional cost function and model uncertainty is revealed. A critic online learning algorithm, applying Lyapunov stabilizing terms and historical states to reinforce training stability and achieve persistent learning, is proposed to approximate the solution of the augmented HJI equation. By constructing a joint Lyapunov candidate about the critic weight and system state, both stability and convergence are proved by the second method of Lyapunov. Theoretical results also show that introducing historical data reduces the ultimate bounds of system state and critic error. Three numerical examples are conducted to demonstrate the effectiveness of the proposed method.

Adaptive-Critic-Based Event-Triggered Intelligent Cooperative Control for a Class of Second-Order Constrained Multiagent Systems

An event-based intelligent cooperative control policy is developed in this paper for a class of second-order multiagent systems (MASs). The followers are subject to external disturbances and output constraints, in which the constraint ranges are asymmetric and time-varying. By using one-to-one nonlinear mapping technique to obtain equivalent unconstrained systems and designing a distributed observer to estimate the leader's states, a simplified unconstrained tracking control task is established for each follower. After that, event-driven distributed optimal <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$H_\infty$</tex-math></inline-formula> controllers are designed to mitigate the effects of external disturbances, which are obtained from a set of decoupled Hamilton-Jacobi-Isaacs (HJI) equations, where the proposed event-triggered strategy is dynamic. Aiming at solving the HJI equations more efficiently, an event-based adaptive dynamic programming (ADP) learning algorithm applying only critic neural networks (NNs) is developed. And the critic NN weights are convergent by using stored data under finite excitation condition. Finally, the validity of the developed control scheme is demonstrated by multiple single-link robot arm systems.

Fault-tolerant tracking control for nonlinear systems with multiplicative actuator faults in view of zero-sum differential games

In view of zero-sum differential games, this paper addresses the fault-tolerant tracking control (FTTC) problem for nonlinear systems with multiplicative actuator faults. By augmenting the nominal system, the trajectory tracking problem is transformed into an optimal regulation problem. A fault observer is designed to estimate the multiplicative actuator fault factor. In order to better reflect system performance, a comprehensive performance index function including the trajectory tracking error, the control input, and the multiplicative actuator fault is constructed. By considering the control input and the multiplicative actuator fault as two players in the zero-sum differential game (ZSDG), the FTTC problem is thus transformed into a ZSDG problem. Then, a fault-tolerant control based on ZSDG is designed by solving the Hamilton–Jacobi-Isaacs (HJI) equation. Since the HJI equation is difficult to solve, a critic neural network is constructed to obtain its approximation, which constitutes the Nash equilibrium of the ZSDG. The closed-loop faulty system is guaranteed to be uniformly ultimately bounded via the Lyapunov’s direct method. The effectiveness of the developed FTTC method is demonstrated by two simulation examples.

Synergetic learning for unknown nonlinear [formula omitted] control using neural networks

The well-known H∞ control design gives robustness to a controller by rejecting perturbations from the external environment, which is difficult to do for completely unknown affine nonlinear systems. Accordingly, the immediate objective of this paper is to develop an on-line real-time synergetic learning algorithm, so that a data-driven H∞ controller can be received. By converting the H∞ control problem into a two-player zero-sum game, a model-free Hamilton–Jacobi–Isaacs equation (MF-HJIE) is first derived using off-policy reinforcement learning, followed by a proof of equivalence between the MF-HJIE and the conventional HJIE. Next, by applying the temporal difference to the MF-HJIE, a synergetic evolutionary rule with experience replay is designed to learn the optimal value function, the optimal control, and the worst perturbation, that can be performed on-line and in real-time along the system state trajectory. It is proven that the synergistic learning system constructed by the system plant and the evolutionary rule is uniformly ultimately bounded. Finally, simulation results on an F16 aircraft system and a nonlinear system back up the tractability of the proposed method.

Approximate Dynamic Programming for Event-Driven H∞ Constrained Control

We study the dynamic event-driven <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$H_{\infty}$</tex-math> </inline-formula> constrained control problem through approximate dynamic programming (ADP). Differing from the existing literature considering systems with either symmetric constraints or asymmetric constraints, we consider the two different constraints simultaneously. Initially, by constructing a generalized nonquadratic value function, we transform the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$H_{\infty}$</tex-math> </inline-formula> constrained control problem into an unconstrained two-player zero-sum game. Then, we present an event-driven Hamilton–Jacobi–Isaacs equation (ED-HJIE) corresponding to the zero-sum game for lowering down the computational load. To solve the ED-HJIE, we propose a dynamic triggering mechanism together with a sole critic neural network (CNN) being built under the ADP framework. The CNN’s weights are tuned via the gradient descent approach. After that, we prove uniform ultimate boundedness of the closed-loop system and the CNN’s weight estimation error via Lyapunov’s method. Finally, we separately use an F16 aircraft plant and an inverted pendulum system to validate the present theoretical claims.

Data-Driven Finite-Horizon Tracking Control With Event-Triggered Mechanism for the Continuous-Time Nonlinear Systems.

In this article, the neural network (NN)-based adaptive dynamic programming (ADP) event-triggered control method is presented to obtain the near-optimal control policy for the model-free finite-horizon optimal tracking control problem with constrained control input. First, using available input-output data, a data-driven model is established by a recurrent NN (RNN) to reconstruct the unknown system. Then, an augmented system with event-triggered mechanism is obtained by a tracking error system and a command generator. We present a novel event-triggering condition without Zeno behavior. On this basis, the relationship between event-triggered Hamilton-Jacobi-Isaacs (HJI) equation and time-triggered HJI equation is given in Theorem 3. Since the solution of the HJI equation is time-dependent for the augmented system, the time-dependent activation functions of NNs are considered. Moreover, an extra error is incorporated to satisfy the terminal constraints of cost function. This adaptive control pattern finds, in real time, approximations of the optimal value while also ensuring the uniform ultimate boundedness of the closed-loop system. Finally, the effectiveness of the proposed near-optimal control pattern is verified by two simulation examples.

Zero-sum differential game guidance law for missile interception engagement via neuro-dynamic programming

In this paper, for solving the nonlinear control problem of the missile intercepting the maneuvering target, a novel nonlinear zero-sum differential game guidance law is proposed via the neuro-dynamic programming approach. First, the continuous-time nonlinear differential game problem is transformed into solving the nonlinear Hamilton–Jacobi–Isaacs (HJI) equation. Then, a critic neural network is designed to solve the corresponding nonlinear HJI equation. An adaptive weight tuning law for the critic weights is proposed, where an additional term is added to ensure the stability of the closed-loop nonlinear system. Furthermore, the uniform ultimate boundedness of the closed-loop system and the critic NN weights estimation error are proved with the Lyapunov approach. Finally, some simulation results are presented to demonstrate the effectiveness of the proposed differential game guidance law for nonlinear interception.

Critic Learning-Based Safe Optimal Control for Nonlinear Systems with Asymmetric Input Constraints and Unmatched Disturbances.

In this paper, the safe optimal control method for continuous-time (CT) nonlinear safety-critical systems with asymmetric input constraints and unmatched disturbances based on the adaptive dynamic programming (ADP) is investigated. Initially, a new non-quadratic form function is implemented to effectively handle the asymmetric input constraints. Subsequently, the safe optimal control problem is transformed into a two-player zero-sum game (ZSG) problem to suppress the influence of unmatched disturbances, and a new Hamilton-Jacobi-Isaacs (HJI) equation is introduced by integrating the control barrier function (CBF) with the cost function to penalize unsafe behavior. Moreover, a damping factor is embedded in the CBF to balance safety and optimality. To obtain a safe optimal controller, only one critic neural network (CNN) is utilized to tackle the complex HJI equation, leading to a decreased computational load in contrast to the utilization of the conventional actor-critic network. Then, the system state and the parameters of the CNN are uniformly ultimately bounded (UUB) through the application of the Lyapunov stability method. Lastly, two examples are presented to confirm the efficacy of the presented approach.

Adaptive Dynamic Programming for Nonlinear-Constrained H∞ Control

This article considers the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$H_{\infty}$</tex-math> </inline-formula> control problem of nonlinear systems having unavailable dynamics and asymmetric saturating actuators. Initially, such an <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$H_{\infty}$</tex-math> </inline-formula> control problem is converted into the zero-sum game with a nonquadratic cost function being introduced. Then, in order to solve the Hamilton–Jacobi–Isaacs equation arising in the zero-sum game, a simultaneous policy iteration (SPI) algorithm is developed under the adaptive dynamic programming framework. Meanwhile, it is proved that the convergence of the SPI algorithm in essence amounts to the convergence of the sequential PI algorithm. To implement the SPI algorithm, the critic, the actor, and the perturbation neural networks (NNs) are, respectively, constructed to estimate the cost function, the control policy, and the perturbation. The three NNs’ weights are simultaneously determined by using the least-squares method together with the Monte Carlo integration technique. A remarkable characteristic of such an SPI algorithm is that arbitrary control policies and perturbations are applicable in the learning process. This makes system’s information be able to be replaced by the data collected along system’s trajectories in advance. More importantly, the persistence of the excitation condition is not required. Finally, simulations of two nonlinear examples are given to validate the present SPI algorithm.

Solution for Pursuit-Evasion Game of Agents by Adaptive Dynamic Programming

The paper studies a novel method for real-time solutions of the two-player pursuit-evasion game. The min-max principle is adopted to confirm the Nash equilibrium of the game. As agents in the game can form an Internet of Things (IoT) system, the real-time control law of each agent is obtained by taking a linear-quadratic cost function in adaptive dynamic programming. By introducing the Lyapunov function, we consider the scenario when capture occurs. Since most actual systems are continuous, the policy iteration algorithm is used to make the real-time policy converge to the analytical solution of the Nash equilibrium. Furthermore, we employ the value function approximation method to calculate the neural network parameters without directly solving the Hamilton–Jacobi–Isaacs equation. Simulation results depict the method’s feasibility in different scenarios of the pursuit-evasion game.

Learning-Based Event-Triggered Tracking Control for Nonlinear Networked Control Systems With Unmatched Disturbance

This article concentrates on optimal tracking control for a class of nonlinear networked systems subjecting to limited network bandwidth and unmatched disturbance. Given the models of the control and reference systems, the considered optimal tracking control issue is initially formulated as a minimax optimization problem. Then, with the introduction of an event-triggered mechanism used for saving bandwidth, the formulated problem is transformed into solving an event-based Hamilton-Jacobi-Isaacs (HJI) equation by recurring to the Bellman optimality theory. Based on the HJI equation, we demonstrate that the stability of the concerned system in the sense of uniformly ultimately bounded (UUB) can be guaranteed with the envisioned optimal control and worst disturbance policies. Here, the disturbance policy can be varied periodically while the control policy can only be updated at event-triggering instants, which differs from the existed researches. Furthermore, we propose a reinforcement learning (RL)-based algorithm to handle the constructed HJI equation and thus settle the studied tracking control problem. The effectiveness of the algorithm is finally validated by both theoretical analysis and simulations.

Optimal [formula omitted] tracking control of nonlinear systems with zero-equilibrium-free via novel adaptive critic designs

In this paper, a novel adaptive critic control method is designed to solve an optimal H∞ tracking control problem for continuous nonlinear systems with nonzero equilibrium based on adaptive dynamic programming (ADP). To guarantee the finiteness of a cost function, traditional methods generally assume that the controlled system has a zero equilibrium point, which is not true in practical systems. In order to overcome such obstacle and realize H∞ optimal tracking control, this paper proposes a novel cost function design with respect to disturbance, tracking error and the derivative of tracking error. Based on the designed cost function, the H∞ control problem is formulated as two-player zero-sum differential games, and then a policy iteration (PI) algorithm is proposed to solve the corresponding Hamilton–Jacobi–Isaacs (HJI) equation. In order to obtain the online solution to the HJI equation, a single-critic neural network structure based on PI algorithm is established to learn the optimal control policy and the worst-case disturbance law. It is worth mentioning that the proposed adaptive critic control method can simplify the controller design process when the equilibrium of the systems is not zero. Finally, simulations are conducted to evaluate the tracking performance of the proposed control methods.

Reinforcement learning based optimal synchronization control for multi-agent systems with input constraints using vanishing viscosity method

This paper investigates the optimal synchronization and disturbance rejection problem for leader-follower multi-agent systems (MASs) subject to constrained input using online actor-critic (A-C) algorithm. Different from the existing works on optimal synchronization problems, the common smoothness assumption on the value function used in the typically reinforcement learning (RL) formulations is not satisfied due to the input constraints. To relax this assumption, the vanishing viscosity method is introduced to construct a more general value function which makes the modified Hamilton–Jacobi-Isaacs (HJI) equation admit a smooth solution. Based on the modified HJI equation, an improved A-C neural networks (NNs) algorithm is developed to find a smooth approximation optimal control solution. Finally, a simulation is performed to demonstrate the effectiveness of the proposed approach.