Two neural network algorithms for designing optimal terminal controllers with open final time

Abstract

Multilayer neural networks, trained by the backpropagation through time algorithm (BPTT), have been used successfully as state-feedback controllers for nonlinear terminal control problems. Current BPTT techniques, however, are not able to deal systematically with open final-time situations such as minimum-time problems. Two approaches which extend BPTT to open final-time problems are presented. In the first, a neural network learns a mapping from initial-state to time-to-go. In the second, the optimal number of steps for each trial run is found using a line-search. Both methods are derived using Lagrange multiplier techniques. This theoretical framework is used to demonstrate that the derived algorithms are direct extensions of forward/backward sweep methods used in N-stage optimal control. The two algorithms are tested on a Zermelo problem and the resulting trajectories compare favorably to optimal control results.