This paper is concerned with a new data-driven zero-sum neuro-optimal control problem for continuous-time unknown nonlinear systems with disturbance. According to the input–output data of the nonlinear system, an effective recurrent neural network is introduced to reconstruct the dynamics of the nonlinear system. Considering the system disturbance as a control input, a two-player zero-sum optimal control problem is established. Adaptive dynamic programming (ADP) is developed to obtain the optimal control under the worst case of the disturbance. Three single-layer neural networks, including one critic and two action networks, are employed to approximate the performance index function, the optimal control law, and the disturbance, respectively, for facilitating the implementation of the ADP method. Convergence properties of the ADP method are developed to show that the system state will converge to a finite neighborhood of the equilibrium. The weight matrices of the critic and the two action networks are also convergent to finite neighborhoods of their optimal ones. Finally, the simulation results will show the effectiveness of the developed data-driven ADP methods.
['Qinglai Wei', 'Ruizhuo Song', 'Pengfei Yan']
Data-Driven Zero-Sum Neuro-Optimal Control for a Class of Continuous-Time Unknown Nonlinear Systems With Disturbance Using ADP