Optimal Time-Varying Q-Learning Algorithm for Affine Nonlinear Systems With Coupled Players

Abstract

To address the finite-horizon coupled two-player mixed $H_{2}/H_{\infty }$ control challenge within a continuous-time affine nonlinear system, this research introduces a distinctive Q-function and presents an innovative adaptive dynamic programming (ADP) method that operates autonomously of system-specific information. Initially, we formulate the time-varying Hamilton-Jacobi–Isaacs (HJI) equations, which pose a significant challenge for resolution due to their time-dependent and nonlinear nature. Subsequently, a novel offline policy iteration (PI) algorithm is introduced, highlighting its convergence and reinforcing the substantive proof of the existence of Nash equilibrium points. Moreover, a novel action-dependent Q-function is established to facilitate entirely model-free learning, representing the initial foray into the mixed $H_{2}/H_{\infty }$ control problem involving coupled players. The Lyapunov direct approach is employed to ensure the stability of the closed-loop uncertain affine nonlinear system under the ADP-based control scheme, guaranteeing uniform ultimate boundedness (UUB). Finally, a numerical simulation is conducted to validate the effectiveness of the aforementioned ADP-based control approach.