Neural Network Based Algorithm for Dynamic System Optimization

A class of artificial neural networks with a two‐layer feedback topology to solve nonlinear discrete dynamic optimization problems is developed. Generalized recurrent neuron models are introduced. A direct method to assign the weights of neural networks is presented. The method is based on Bellmann's Optimality Principle and on the interchange of information which occurs during the synaptic chemical processing among neurons. A comparative analysis of the computational requirements is made. The analysis shows advantages of this approach as compared to the standard dynamic programming algorithm. The technique has been applied to several important optimization problems, such as shortest path and control optimal problems.