AN ARTIFICIAL NEURAL NETWORK ALGORITHM FOR DYNAMIC PROGRAMMING
An artificial neural network (ANN) formulation for solving the dynamic programming problem (DPP) is presented. The DPP entails finding an optimal path from a source node to a destination node which minimizes (or maximizes) a performance measure of the problem. The optimization procedure is implemented and demonstrated using a modified Hopfield–Tank ANN. Simulations show that the ANN can provide a near-optimal solution during an elapsed time of only a few characteristic time constants of the circuit for DPPs with sizes as large as 64 stages with 64 states in each stage. An application of the proposed algorithm to an optimal control problem is presented. The proposed artificial neural network dynamic programming algorithm is attractive due to its radically improved speed over conventional techniques especially where real-time near-optimal solutions are required.