Journal of Northeastern University ›› 2012, Vol. 33 ›› Issue (1): 6-9.DOI: -

• OriginalPaper • Previous Articles     Next Articles

A modified receding horizon control for discrete linear zero-sum games

Cao, Ning (1); Feng, De-Zhi (1)   

  1. (1) School of Information Science and Engineering, Northeastern University, Shenyang 110819, China
  • Received:2013-06-19 Revised:2013-06-19 Published:2013-01-17
  • Contact: Feng, D.-Z.
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Abstract: The zero-sum games of discrete linear time-invariant (LTI) systems using a modified receding horizon control scheme were investigated. Different from conventional RHC, the proposed scheme updates its terminal weighting matrix in performance index as the stage moves forward. This is equivalent to lengthening the horizon size. The control policies generated by the proposed algorithm converge to the solution of the infinite horizon zero-sum games. Furthermore, it ensures the uniform ultimate exponential stability of closed-loop system without imposing any constraints on the terminal state, the horizon size, or the terminal cost. Simulation shows the effectiveness of the proposed algorithm.

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