Gradient-augmented Supervised Learning of Optimal Feedback Laws Using State-Dependent Riccati Equations

A supervised learning approach for the solution of large-scale nonlinear stabilization problems is presented. A stabilizing feedback law is trained from a dataset generated from State-dependent Riccati Equation solvers. The training phase is enriched by the use of gradient information in the loss function, which is weighted through the use of hyperparameters. High-dimensional nonlinear stabilization tests demonstrate that real-time sequential large-scale Algebraic Riccati Equation solvers can be substituted by a suitably trained feedforward neural network.