Learning stochastic dynamical systems with neural networks mimicking the Euler-Maruyama scheme.

Noura Dridi Lucas Drumetz Ronan Fablet

Published in: EUSIPCO (2021)

Keyphrases

dynamical systems
neural network
predictive state representations
learning algorithm
connectionist networks
differential equations
dynamic systems
control theory
nonlinear dynamics
reinforcement learning
learning tasks
learning problems
partially observable
phase space
nonlinear dynamical systems