Training trajectories by continuous recurrent multilayer networks

This paper addresses the problem of training trajectories by means of continuous recurrent neural networks whose feedforward parts are multilayer perceptrons. Such networks can approximate a general nonlinear dynamic system with arbitrary accuracy. The learning process is transformed into an optimal control framework where the weights are the controls to be determined. A training algorithm based upon a variational formulation of Pontryagin's maximum principle is proposed for such networks. Computer examples demonstrating the efficiency of the given approach are also presented.