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