生成树条件下异构质量的图形极大极小博弈与非策略强化学习

Wei Dong, Jianan Wang, Chunyan Wang, Zhenqiang Qi, Z. Ding
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引用次数: 4

摘要

本文基于博弈论和强化学习,研究了具有生成树条件的异构线性多智能体系统的最优共识控制问题。首先,将共识问题转化为每个智能体与其相邻智能体之间的零和博弈问题,推导出图形极小极大博弈代数Riccati方程(ARE)。从理论上证明了闭环系统的渐近稳定性和极大极小验证性。然后,提出了一种数据驱动的离策略强化学习算法,在不需要系统动力学信息的情况下在线学习最优控制策略。建立了一定的秩条件,保证了算法收敛到ARE的唯一解。最后,通过数值仿真验证了该方法的有效性。
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Graphical Minimax Game and Off-Policy Reinforcement Learning for Heterogeneous MASs with Spanning Tree Condition
In this paper, the optimal consensus control problem is investigated for heterogeneous linear multi-agent systems (MASs) with spanning tree condition based on game theory and reinforcement learning. First, the graphical minimax game algebraic Riccati equation (ARE) is derived by converting the consensus problem into a zero-sum game problem between each agent and its neighbors. The asymptotic stability and minimax validation of the closed-loop systems are proved theoretically. Then, a data-driven off-policy reinforcement learning algorithm is proposed to online learn the optimal control policy without the information of the system dynamics. A certain rank condition is established to guarantee the convergence of the proposed algorithm to the unique solution of the ARE. Finally, the effectiveness of the proposed method is demonstrated through a numerical simulation.
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