Decentralised zero-sum differential game for a class of large-scale interconnected systems via adaptive dynamic programming

In this paper, a novel decentralised differential game strategy for large-scale nonlinear systems with matched interconnections is developed by using adaptive dynamic programming technique. First, the Nash-equilibrium solutions of the corresponding isolated differential game subsystems are found by appropriately redefining the associated cost functions accounting for the bounds of interconnections. Then, the decentralised differential game strategy is established by integrating all the modified Nash-equilibrium solutions of the isolated subsystems to stabilise the overall system. Next, the solutions of Hamilton-Jacobi-Isaaci equations are approximated online by constructing a set of critic neural networks with adaptation law of weights. The stability analysis of each subsystem is provided to show that all the signals in the closed-loop system are guaranteed to be bounded by utilising Lyapunov method. Finally, the effectiveness of the proposed decentralised differential game method is illustrated by a simple example.