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A Recurrent Neural Network for N-Stage Optimal Control Problems

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Abstract

A recurrent neural network is introduced for the N-stage optimal control problem. The new neural network is based on a reformulation of the original optimal control problem and the gradient method. The simulation results on two examples indicate that the new neural network is quite effective.

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Authors and Affiliations

  1. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Kowloon, Hong Kong, e-mail

    Li-Zhi Liao

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  1. Li-Zhi Liao
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Liao, LZ. A Recurrent Neural Network for N-Stage Optimal Control Problems. Neural Processing Letters 10, 195–200 (1999). https://doi.org/10.1023/A:1018776323513

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  • DOI: https://doi.org/10.1023/A:1018776323513

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