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Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…

Computation · Statistics 2012-01-31 Stéphane Chrétien , Alfred O. Hero

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

This paper details a methodology to transcribe an optimal control problem into a nonlinear program for generation of the trajectories that optimize a given functional by approximating only the highest order derivatives of a given system's…

Optimization and Control · Mathematics 2025-09-09 Thomas L. Ahrens , Ian M. Down , Manoranjan Majji

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

Existing data-driven and feedback traffic control strategies do not consider the heterogeneity of real-time data measurements. Besides, traditional reinforcement learning (RL) methods for traffic control usually converge slowly for lacking…

Systems and Control · Electrical Eng. & Systems 2022-09-14 C. Chen , Y. P. Huang , W. H. K. Lam , T. L. Pan , S. C. Hsu , A. Sumalee , R. X. Zhong

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

We propose a trust-region method that solves a sequence of linear integer programs to tackle integer optimal control problems regularized with a total variation penalty. The total variation penalty allows us to prove the existence of…

Optimization and Control · Mathematics 2022-05-09 Sven Leyffer , Paul Manns

We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of…

Optimization and Control · Mathematics 2014-12-11 Martin Rasmussen , Janosch Rieger , Kevin Webster

A new method is described for solving optimal control problems using direct collocation at Legendre-Gauss-Lobatto points. The approach of this paper employs a polynomial approximation of the right-hand side vector field of the differential…

Optimization and Control · Mathematics 2025-06-23 Gabriela Abadia-Doyle , William W. Hager , Anil V. Rao

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…

Optimization and Control · Mathematics 2025-11-20 Gage MacLin , Venanzio Cichella , Andrew Patterson , Irene Gregory

Controlling the stochastic dynamics of biological populations is a challenge that arises across various biological contexts. However, these dynamics are inherently nonlinear and involve a discrete state space, i.e., the number of molecules,…

Populations and Evolution · Quantitative Biology 2025-10-21 Shuhei A. Horiguchi , Tetsuya J. Kobayashi

We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence result by using weak convergence technique of Kushner and…

Optimization and Control · Mathematics 2023-05-22 Yunzhang Li , Xiaolu Tan , Shanjian Tang

We consider the problem of planning under observation and motion uncertainty for nonlinear robotics systems. Determining the optimal solution to this problem, generally formulated as a Partially Observed Markov Decision Process (POMDP), is…

Robotics · Computer Science 2017-07-11 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

Optimal control is often used in robotics for planning a trajectory to achieve some desired behavior, as expressed by the cost function. Most works in optimal control focus on finding a single optimal trajectory, which is then typically…

Robotics · Computer Science 2021-08-24 Teguh Santoso Lembono , Sylvain Calinon

Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The ideal goal is to find a globally optimal solution, and…

Optimization and Control · Mathematics 2020-09-08 Jorn H. Baayen , Krzysztof Postek