Robust On-Line ADP-based Solution of a Class of Hierarchical Nonlinear Differential Game

Abstract: In this paper, a hierarchical one-leader-multi-followers game for a class of continuous-time nonlinear systems with disturbance is investigated by a novel policy iteration reinforcement learning technique in which, the game model consists both of the zero-sum and nonzero-sum games, simultaneously. An adaptive dynamic programming (ADP), method is developed to achieve optimal control strategy under the worst case of disturbance. This algorithm reduces the number of neural networks which are used for estimation for about thirty percent. The proposed algorithm uses neural networks to estimate value functions, control policies and disturbances. Convergence analysis of the estimations is investigated using Lyapunov theory and exploiting properties of the Nemytskii operator. Finally, the simulation results will show effectiveness of the developed ADP method.