Memory-efficient filter based policy iteration zero sum two player differential game for adaptive LQR

Abstract

A memory efficient filter based iterative algorithm is proposed for a two-player zero sum linear differential game problem arising in the control of process systems affected by disturbances.The objective in such a scenario is to obtain an memory efficient filter based optimal control policy that minimizes the specified performance index or cost function in presence of worst case disturbance.The algorithm proposed in this paper is partially model-free and solves the two-player zero sum linear differential game problem without knowledge of state and control input matrices