An Improved Data-Driven Adaptive Dynamic Programming Approach for Cooperative Games

In this paper, we consider a continuous system cooperative dynamic game problem with two players. Through the introduction of dynamic programming concept, a Hamilton-jacobi-Belman equation for two players is designed. By introducing detection noises and using the basis function approximation method, a data-driven adaptive dynamic programming method is proposed and an iterative equation is obtained. Then, by introducing two detection noises and using the basis function approximation method, an iterative equation is obtained. It is note-worthy that we can obtain the Nash equilibrium solution of the cooperative game. Finally, a numerical simulation example is given to demonstrate the effectiveness of the proposed adaptive dynamic programming approach.