Discrete-time optimal control by neural network

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364172, 3642211, 3642213, 3642219, 3642749, 3642752, 3642766, G06F 1546

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050161881

ABSTRACT:
A neural network determines optimal control inputs for a linear quadratic discrete-time process at M sampling times, the process being characterized by a quadratic cost function, p state variables, and r control variables. The network includes N=(p+r)M neurons, a distinct neuron being assigned to represent the value of each state variable at each sampling time and a distinct neuron being assigned to represent the value of each control variable at each sampling time. An input bias connected to each neuron has a value determined by the quandratic cost function for the variable represented by the neuron. Selected connections are provided between the output of each neuron and the input of selected other neurons in the network, each such connection and the strength of each such connection being determined by the relationship in the cost function between the variable represented by the connected output neuron and the variable represented by the connected input neuron, such that running the neural network for a sufficient time to minimize the cost function will produce optimum values for each control variable at each sampling time.

REFERENCES:
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