Feedback maximum principle for ensemble control of local continuity equations. An application to supervised machine learning
2021
We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals, representing several different ``populations''. For the stated problem, we propose a necessary optimality condition, which involves feedback controls inherent to the extremal structure, designed via the standard Pontryagin's Maximum Principle conditions. This optimality condition admits a realization as an iterative algorithm for optimal control. As a motivating case, we discuss an application of the derived optimality condition and the consequent numeric method to a problem of supervised machine learning via dynamic systems.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
18
References
0
Citations
NaN
KQI