State Constrained Stochastic Optimal Control Using LSTMs

Engineering

• Optimal Control Problem 100%
• Optimal Control 100%
• Penalty Function 100%
• Control Design 50%
• Computer Simulation 50%
• Nonlinearity 50%
• Dimensionality 50%
• Stochastic Differential 50%
• Deep Neural Network 50%
• Long Short-Term Memory 50%

Chemical Engineering

• Scalability 100%
• Deep Neural Network 100%
• Long Short-Term Memory 100%

Keyphrases

• Forward-backward Stochastic Differential Equations 100%
• State-constrained 100%
• Adaptive Update 33%