Title :
A neural network model for discrete-time optimal control with control constraints
Author :
Liao, Li-Zhi ; Cheung, Ka Kit
Author_Institution :
Dept. of Math., Hong Kong Baptist Univ., China
Abstract :
A neural network model is proposed in this paper for the discrete-time optimal control problem with control constraints. A neural network model is established based on the projection method. Theoretical analysis for the convergence and stability of the neural network model is provided.
Keywords :
convergence; discrete time systems; neurocontrollers; optimal control; quadratic programming; stability; convergence; discrete-time system; global convergence; neural network model; optimal control; projection method; quadratic programming; stability; Convergence; Finance; Financial management; Iterative methods; Mathematical model; Mathematics; Neural networks; Optimal control; Quadratic programming; Stability analysis;
Conference_Titel :
Neural Information Processing, 2002. ICONIP '02. Proceedings of the 9th International Conference on
Print_ISBN :
981-04-7524-1
DOI :
10.1109/ICONIP.2002.1202820
