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.