Temporal Deep Unfolding for Nonlinear Maximum Hands-off Control

Abstract

This paper proposes a computational technique based on "deep unfolding" to solving the finite-time maximum hands-off control problem for discrete-time nonlinear stochastic systems. In particular, we seek a sparse control input sequence that stabilizes the system such that the expected value of the square of the final states is small by training a deep neural network. The proposed technique is demonstrated by a numerical experiment.