Using reservoir computing to solve FPK equations for stochastic dynamical systems under Gaussian or Non-Gaussian excitation.
Yanming LiangYongfeng GuoZifei LinPublished in: Math. Comput. Simul. (2024)
Keyphrases
- dynamical systems
- linear quadratic
- differential equations
- linear systems
- reservoir computing
- dynamic systems
- closed loop
- state space
- optimal control
- gaussian distribution
- phase space
- qualitative simulation
- control theory
- recurrent neural networks
- nonlinear dynamical systems
- difference equations
- vector valued
- dynamical behavior
- timed petri nets
- agent environment
- heavy tailed
- maximum likelihood
- dynamical models
- neural network
- monte carlo
- linear dynamical systems
- partially observable
- expectation maximization
- qualitative differential equations