I. Introduction
For practical applications, complex systems such as aerospace systems, communication systems and micro-grid systems are always controlled by multiple controllers which can be regarded as players trying to minimize their individual performance index functions. Game theory has been widely applied to make decisions for multi-players. According to the roles of players, the multi-player games can be divided into several categories, i.e., fully cooperative (FC) games, zero-sum games and non-zero-sum games [1]. In the FC game, all players cooperatively fulfill proper tasks based on the same value function. As it is well known, it is difficult to solve the Hamilton-Jacobi-Bellman (HJB) equation whose analytic solution is difficult or impossible to obtain for nonlinear systems [2], [3].