神经网络对随机反应-扩散方程的最佳控制的近似计算
W Stannat1, A Vogler1, L Wessels2
1Institute of Mathematics, Technische Universität Berlin, Straße des 17. Juni 136, 10623 Berlin, Germany.
本研究介绍了一种数值算法,用于在随机反应-扩散方程中近似最佳控制. 该方法减少了计算复杂性,通过使用人工神经网络和辐射基函数提供了非对称的最佳成本近似.
科学领域:
- 数字分析的数值分析
- 随机控制理论 随机控制理论
- 部分微分方程部分微分方程.
背景情况:
- 随机反应-扩散方程 (SRDE) 在建模具有固有的随机性和空间动态的复杂系统中至关重要.
- 对高维度SRDE的最佳控制方法的近似性提出了重大的计算挑战.
- 现有的方法经常与维度的诅咒和反控制的复杂性作斗争.
研究的目的:
- 开发一种新的数值算法,用于对SRDE与添加噪声的最佳控制进行近似.
- 为了减少与寻找非对称的最佳控制策略相关的计算复杂性.
- 为分析基于结构假设的近似误差率提供一个框架.
主要方法:
- 算法首先将最佳控制问题重新定义为反控制问题.
- 然后它使用基于有限的近似方法近似反控制函数.
- 数字实验使用人工神经网络 (ANN) 和辐射基函数网络 (RBFNs) 来证明算法的有效性.
主要成果:
- 拟议的算法显著降低了寻找具有异常最佳成本的控制器的计算复杂性.
- 关于近似的结构假设为成本函数的近似误差产生了可量化的率.
- 数字实验证实了算法的性能和效率.
结论:
- 开发的数值算法提供了一种有效的方法,用于接近SRDE的最佳控制.
- 该方法的灵活性使其可以应用于更广泛的随机控制问题,包括高维随机微分方程.
- 这项工作推进了对随机系统的计算控制理论领域.
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