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We consider an elliptic optimal control problem where the objective functional contains an integral along a surface of codimension 1, also known as a hypersurface. In particular, we use a fidelity term that encourages the state to take…

Numerical Analysis · Mathematics 2014-11-19 C. Brett , A. S. Dedner , C. M. Elliott

This paper is concerned with the error analysis of two types of sampling algorithms, namely model predictive path integral (MPPI) and an interacting particle system (\IPS) algorithm, that have been proposed in the literature for numerical…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta

In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…

Optimization and Control · Mathematics 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

Model Predictive Path Integral (MPPI) control is a widely used sampling-based method for trajectory optimization, yet its convergence properties remain only partially understood. This paper provides a direct convergence analysis using…

Optimization and Control · Mathematics 2026-05-25 Mahyar Fazlyab , Sina Sharifi , Jiarui Wang

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a…

Machine Learning · Statistics 2024-11-13 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Sampling-based model-predictive controllers have become a powerful optimization tool for planning and control problems in various challenging environments. In this paper, we show how the default choice of uncorrelated Gaussian distributions…

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Machine Learning · Statistics 2025-02-20 Patrick Héas , Cédric Herzet , Benoit Combès

Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…

Machine Learning · Statistics 2025-04-21 Armin Iske

Randomized sampling based algorithms are widely used in robot motion planning due to the problem's intractability, and are experimentally effective on a wide range of problem instances. Most variants do not sample uniformly at random, and…

Determining whether two STRIPS planning instances are isomorphic is the simplest form of comparison between planning instances. It is also a particular case of the problem concerned with finding an isomorphism between a planning instance…

Artificial Intelligence · Computer Science 2024-06-25 Arnaud Lequen , Martin C. Cooper , Frédéric Maris

We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 S. Pilgram , A. N. Jordan , E. V. Sukhorukov , M. Buttiker

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

We characterize the Schr\"odinger bridge problems by a family of Mckean-Vlasov stochastic control problems with no terminal time distribution constraint. In doing so, we use the theory of Hilbert space embeddings of probability measures and…

Optimization and Control · Mathematics 2025-12-10 Yumiharu Nakano

Classical proportional--integral--derivative (PID) control is widely employed in industrial applications; however, achieving higher performance often motivates the adoption of model predictive control (MPC). Although gradient-based methods…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Teruki Kato , Koshi Oishi , Seigo Ito

We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial…

Optimization and Control · Mathematics 2021-10-15 Eloïse Berthier , Justin Carpentier , Alessandro Rudi , Francis Bach

We present an algorithm which combines recent advances in model based path integral control with machine learning approaches to learning forward dynamics models. We take advantage of the parallel computing power of a GPU to quickly take a…

Robotics · Computer Science 2015-03-03 Grady Williams , Eric Rombokas , Tom Daniel

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

Machine Learning · Statistics 2026-05-14 Rafael Oliveira

Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals…

Artificial Intelligence · Computer Science 2023-01-18 Mojmír Mutný , Andreas Krause
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