Stability and feasibility of neural network-based controllers via output range analysis

Abstract: Neural networks can be used as approximations of several complex control schemes such as model predictive control. We show in this paper which properties deep neural networks with rectifier linear units as activation functions need to satisfy to guarantee constraint satisfaction and asymptotic stability of the closed-loop system. To do so, we introduce a parametric description of the neural network controller and use a mixed-integer linear programming formulation to perform output range analysis of neural networks. We also propose a novel method to modify a neural network controller such that it performs optimally in the LQR sense in a region surrounding the equilibrium. The proposed method enables the analysis and design of neural network controllers with formal safety guarantees as we illustrate with simulation results.