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The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

Statistics Theory · Mathematics 2020-02-03 Ting-Li Chen , Su-Yun Huang , Weichung Wang

Control synthesis under constraints is at the forefront of research on autonomous systems, in part due to its broad application from low-level control to high-level planning, where computing control inputs is typically cast as a constrained…

Optimization and Control · Mathematics 2026-03-23 Panagiotis Rousseas , Haejoon Lee , Dimos V. Dimarogonas , Dimitra Panagou

Variable selection is a problem of statistics that aims to find the subset of the $N$-dimensional possible explanatory variables that are truly related to the generation process of the response variable. In high-dimensional setups, where…

Statistics Theory · Mathematics 2025-02-27 Takashi Takahashi

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

Optimization and Control · Mathematics 2018-09-11 Sebastian Engel , Karl Kunisch

The traditional method of computing singular value decomposition (SVD) of a data matrix is based on a least squares principle, thus, is very sensitive to the presence of outliers. Hence the resulting inferences across different applications…

Statistics Theory · Mathematics 2024-09-17 Subhrajyoty Roy , Abhik Ghosh , Ayanendranath Basu

We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…

Optimization and Control · Mathematics 2018-03-12 Luis H. R. Alvarez E.

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

Machine Learning · Computer Science 2025-10-23 Elias Al Ghazal , Jad Mounayer , Beatriz Moya , Sebastian Rodriguez , Chady Ghnatios , Francisco Chinesta

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

Optimization and Control · Mathematics 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

Truncated Singular Value Decomposition (SVD) calculates the closest rank-$k$ approximation of a given input matrix. Selecting the appropriate rank $k$ defines a critical model order choice in most applications of SVD. To obtain a principled…

Information Theory · Computer Science 2013-01-08 Mario Frank , Joachim M. Buhmann

We apply optimal control techniques to an inhomogeneous spin ensemble coupled to a cavity. A general procedure is proposed for designing the control strategies. We numerically show the extent to which optimal control fields robust against…

Quantum Physics · Physics 2018-09-12 Q. Ansel , S. Probst , P. Bertet , S. J. Glaser , D. Sugny

In this paper, we provide a direct data-driven approach to synthesize safety controllers for unknown linear systems affected by unknown-but-bounded disturbances, in which identifying the unknown model is not required. First, we propose a…

Systems and Control · Electrical Eng. & Systems 2023-01-16 Bingzhuo Zhong , Majid Zamani , Marco Caccamo

Centrality analysis in dynamical network systems is essential for understanding system behavior. In finite-dimensional settings, controllability scores -- namely, the Volumetric Controllability Score (VCS) and the Average Energy…

Optimization and Control · Mathematics 2025-03-12 Yuito Nakabe , Kazuhiro Sato

The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average optimality criteria. The idea that we exploit is to first…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Ludmila Manic , Sergey Rossomakhine

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

Numerical ``direct'' approaches to time-optimal control often fail to find solutions that are singular in the sense of the Pontryagin Maximum Principle, performing better when searching for saturated (bang-bang) solutions. In previous work…

Systems and Control · Electrical Eng. & Systems 2024-06-13 Arthur Castello Branco de Oliveira , Milad Siami , Eduardo D. Sontag

In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…

Multiagent Systems · Computer Science 2017-02-28 Ugo Rosolia , Francesco Braghin , Andrew G. Alleyne , Stijn De Bruyne , Edoardo Sabbioni

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

In this paper, we propose a new design method of discrete-valued control for continuous-time linear time-invariant systems based on sum-of-absolute-values (SOAV) optimization. We first formulate the discrete-valued control design as a…

Systems and Control · Computer Science 2015-09-29 Takuya Ikeda , Masaaki Nagahara , Shunsuke Ono

In this paper, we investigate a decentralized control problem with nested subsystems, which is a general model for one-directional communication amongst many subsystems. The noises in our dynamics are modelled as uncertain variables which…

Optimization and Control · Mathematics 2022-06-14 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos