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新方法使用Hessian数据改进最优控制近似

研究人员开发了一种新颖的数据驱动方法,用于近似具有非线性控制仿射动力学的确定性最优控制问题中的价值函数。该方法利用Pontryagin最大值原理生成训练数据,包括价值函数的值、梯度和Hessian。通过用这种二阶信息增强加权最小二乘回归,该方法与仅基于价值的回归相比,显著降低了样本复杂度。该技术已在状态维度不断增加的问题上得到验证,证明了近似精度和闭环性能的提高,并且所需训练样本数量大幅减少。 AI

影响 这项研究可能为复杂的控制问题带来更有效和更准确的解决方案,并可能影响依赖于优化和动态系统的领域。

排序理由 该集群包含一篇详细介绍解决复杂数学问题新方法的学术论文。[lever_c_demoted from research: ic=1 ai=0.4]

在 arXiv cs.LG 阅读 →

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新方法使用Hessian数据改进最优控制近似

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该集群包含一篇详细介绍解决复杂数学问题新方法的学术论文。[lever_c_demoted from research: ic=1 ai=0.4]
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报道来源 [1]

  1. arXiv cs.LG TIER_1 English(EN) · Mat\'ias G\'omez-Aedo, Behzad Azmi, Yuyang Huang, Dante Kalise, Karl Kunisch ·

    Hessian-augmented Supervised Learning for Hamilton-Jacobi-Bellman PDEs

    arXiv:2606.23827v1 Announce Type: cross Abstract: A data-driven method is developed for approximating value functions in deterministic optimal control problems with nonlinear control-affine dynamics. The Pontryagin Maximum Principle optimality system is solved from multiple initi…