Fuzzy differential games for nonlinear stochastic systems: Suboptimal approach

A fuzzy differential game theory is proposed to solve the n-person (or n-player) nonlinear differential noncooperative game and cooperative game (team) problems, which are not easily tackled by the conventional methods. In this paper, both noncooperative and cooperative quadratic differential games are considered. First, the nonlinear stochastic system is approximated by a fuzzy model. Based on the fuzzy model, a fuzzy controller is proposed to deal with the noncooperative differential game in the sense of Nash equilibrium strategies or with the cooperative game in the sense of Pareto-optimal strategies. Using a suboptimal approach, the outcomes of the fuzzy differential games for both the noncooperative and the cooperative cases are parameterized in terms of an eigenvalue problem. Since the state variables are usually unavailable, a suboptimal fuzzy observer is also proposed in this study to estimate the states for these differential game problems. Finally, simulation examples are given to illustrate the design procedures and to indicate the performance of the proposed methods.