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Overcoming the curse of dimensionality for approximating Lyapunov functions with deep neural networks under a small-gain condition

01/23/2020

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by Lars Grüne, et al.

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We propose a deep neural network architecture for storing approximate Lyapunov functions of systems of ordinary differential equations. Under a small-gain condition on the system, the number of neurons needed for an approximation of a Lyapunov function with fixed accuracy grows only polynomially in the state dimension, i.e., the proposed approach is able to overcome the curse of dimensionality.

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