Ge Y, Liu X, Li Y. Pareto optimal control of the mean-field stochastic systems by adaptive dynamic programming algorithm.
ISA Trans 2020;
102:81-90. [PMID:
32113650 DOI:
10.1016/j.isatra.2020.02.019]
[Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/20/2019] [Revised: 02/14/2020] [Accepted: 02/14/2020] [Indexed: 06/10/2023]
Abstract
The Pareto game for the model-free continuous-time stochastic system is studied through approximate/adaptive dynamic programming (ADP) in this paper. Firstly, the model-based online iterative algorithm is proposed, and it is proved that the control iterative sequence converges to the Pareto efficient solution, but the algorithm requires complete system parameters. Then, we derive the model-free iterative equation and develop the ADP algorithm to calculate the equation by collecting updated states and input information online. From the derivation of the ADP algorithm, the model-free iterative equation and the model-based iterative equation have the same solution, which means that the ADP algorithm can approximate the Pareto optimal solution. Next, the convergence analysis shows that the Pareto optimal strategy is uniquely determined by the ADP algorithm. Finally, two simulation examples confirm the feasibility of the ADP algorithm.
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