Claims Analysis
Total Claims: 7
Claim 1
Independent Claim
113 words
In a computer program product including a computer storage medium, the improvement comprising a computer program code mechanism embedded in the computer storage medium for causing a microprocessor to implement a heuristic dynamic programming controller controlling an external system, the computer program code mechanism comprising: a first computer code device configured to train a deterministic forecasting model f′(R(t)) to predict the expectation value of R (t+1); a second computer code device configured to calculate an error function, e, based on sampled value of Ĵ(t+1); and a third computer code device configured to calculate ∇ t e′ by backpropagating through: e′=(Ĵ( R (t,W)−(Ĵ( f ′( R (t)),W)+U)) such that <∂ t W>=−<e>∇ t e′.
Claim 2
Dependent Claim
113 words
In a computer program product including a computer storage medium, the improvement comprising a computer program code mechanism embedded in the computer storage medium for causing a microprocessor to implement a heuristic dynamic programming controller controlling an external system, the computer program code mechanism comprising: a first computer code device configured to train a deterministic forecasting model f′(R(t)) to predict the expectation value of R (t+1); a second computer code device configured to calculate an error function, e, based on sampled value of Ĵ(t+1); and a third computer code device configured to calculate ∇ t e′ by backpropagating through: e′=(Ĵ( R (t,W)−(Ĵ( f ′( R (t)),W)+U)) such that <∂ t W>=−<e>∇ t e′.
Claim 3
Dependent Claim
31 words
In the computer program product as claimed in claim 1 , the improvement further comprising: a fourth code device configured to calculate: ΔW=−2αe(∇ t e′)=2αe(∇Ĵ( R (t))−(I/(1+r))∇Ĵ( f ′( R (t))).
Claim 4
Dependent Claim
187 words
In a computer program product including a computer storage medium, the improvement comprising a computer program code mechanism embedded in the computer storage medium for causing a microprocessor to implement a heuristic dynamic programming controller controlling an external system, the computer program code mechanism comprising: a first computer code device configured to train a deterministic forecasting model f′(R(t)) to predict the expectation value of R (t+1); a second computer code device configured to obtain a value R(t+1) at each time t+1; a third computer code device configured to backpropagated an error, e, through Ĵ( R (t+1)) back to weights of a critic network; a fourth computer code device configured to obtain a first set of derivatives, g1, representing a gradient of e with respect to the weights of the critic network; a fifth computer code device configured to backpropagate e′ through Ĵ( f ′( R (t)), back to the weights of the Critic network to form a second set of derivatives g2; and a sixth computer code device configured to adapt weights of f′ so as to minimize: E g =|g 1 −g 2 | 2 .
Claim 5
Dependent Claim
187 words
In a computer program product including a computer storage medium, the improvement comprising a computer program code mechanism embedded in the computer storage medium for causing a microprocessor to implement a heuristic dynamic programming controller controlling an external system, the computer program code mechanism comprising: a first computer code device configured to train a deterministic forecasting model f′(R(t)) to predict the expectation value of R (t+1); a second computer code device configured to obtain a value R(t+1) at each time t+1; a third computer code device configured to backpropagated an error, e, through Ĵ( R (t+1)) back to weights of a critic network; a fourth computer code device configured to obtain a first set of derivatives, g1, representing a gradient of e with respect to the weights of the critic network; a fifth computer code device configured to backpropagate e′ through Ĵ( f ′( R (t)), back to the weights of the Critic network to form a second set of derivatives g2; and a sixth computer code device configured to adapt weights of f′ so as to minimize: E g =|g 1 −g 2 | 2 .
Claim 6
Dependent Claim
45 words
In the computer program product as claimed in claim 3 , wherein the second computer code device further comprises a seventh computer code device configured to obtain R(t+1) by simulating a random vector w inserted into a stochastic model f ( R (t), w ).
Claim 7
Dependent Claim
37 words
In the computer program product as claimed in claim 3 , wherein the second computer code device further comprises a seventh computer code device configured to obtain R(t+1) by actually observing R (t+1) and estimating w .