Neurodynamic Programming and Zero-Sum Games for Constrained Control Systems

In this paper, neural networks are used along with two-player policy iterations to solve for the feedback strategies of a continuous-time zero-sum game that appears in L 2 -gain optimal control, suboptimal H infin control, of nonlinear systems affine in input with the control policy having saturation constraints. The result is a closed-form representation, on a prescribed compact set chosen a priori, of the feedback strategies and the value function that solves the associated Hamilton-Jacobi-Isaacs (HJI) equation. The closed-loop stability, L 2 -gain disturbance attenuation of the neural network saturated control feedback strategy, and uniform convergence results are proven. Finally, this approach is applied to the rotational/translational actuator (RTAC) nonlinear benchmark problem under actuator saturation, offering guaranteed stability and disturbance attenuation.