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arXiv 2210.00874math.OCcs.CRcs.LGcs.SYeess.SYmath.PR

Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type

NYUAD Research Institute, New York University Abu Dhabi(纽约大学阿布扎比分校NYUAD研究院)

Julian Barreiro-Gomez, Salah Eddine Choutri, Boualem Djehiche

英文摘要:

In this paper, we present an approach to neural network mean-field-type control and its stochastic stability analysis by means of adversarial inputs (aka adversarial attacks). This is a class of data-driven mean-field-type control where the distribution of the variables such as the system states and control inputs are incorporated into the problem. Besides, we present a methodology to validate the feasibility of the approximations of the solutions via neural networks and evaluate their stability. Moreover, we enhance the stability by enlarging the training set with adversarial inputs to obtain a more robust neural network. Finally, a worked-out example based on the linear-quadratic mean-field type control problem (LQ-MTC) is presented to illustrate our methodology.

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