Initially Excited Learning of Discrete-Time Multiplayer Games

成果类型:
Article
署名作者:
Wu, Jiacheng; Wang, Jing; Ma, Qian; Shen, Hao
署名单位:
Zhejiang University; Anhui University of Technology; Nanjing University of Science & Technology
刊物名称:
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN/ISSBN:
0018-9286
DOI:
10.1109/TAC.2025.3609513
发表日期:
2026
关键词:
GRAPHICAL GAMES algorithms
摘要:
Data-storage-based reinforcement learning (RL) algorithms for dynamic games typically impose a persistent excitation (PE) condition to guarantee convergence. However, this requirement can be overly restrictive in practical implementations. To address this limitation, this article proposes a novel online RL algorithm for approximating the Nash equilibrium solutions in discrete-time multiplayer nonzero-sum games under a relaxed initial excitation condition, thereby avoiding the need for the PE assumption. Different from existing methods that rely on data storage mechanisms and full-rank conditions, the proposed algorithm incorporates an online verification scheme that evaluates the positivity properties of an augmented matrix. This mechanism ensures initial excitation without requiring heuristic data collection designed to satisfy the PE condition. Furthermore, we provide a rigorous analysis to establish the convergence of the designed algorithm. Finally, comparative studies validate the effectiveness of the proposed approach.