An iterative ADP approach for solving a class of nonlinear zero-sum differential games

In this paper, an adaptive dynamic programming (ADP) method is developed for solving a class of continuous-time nonlinear two-person zero-sum games. The idea is to use iterative ADP technique to obtain the optimal control pair which makes the performance index function reach the saddle point. It is shown that the control pair obtained by the present ADP method will stabilize the nonlinear system. Also the convergence proof of the performance index function is given. Finally, simulation study will show the effectiveness of the present method.