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In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…

Optimization and Control · Mathematics 2024-12-17 Mingxin Guo , Zuo Quan Xu

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…

Optimization and Control · Mathematics 2013-03-06 Shanjian Tang , Fu Zhang

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…

Methodology · Statistics 2020-06-15 Raif M. Rustamov , James T. Klosowski

We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…

Numerical Analysis · Mathematics 2015-11-23 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer

In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…

Optimization and Control · Mathematics 2023-02-20 Filippo de Feo , Salvatore Federico , Andrzej Święch

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

A kink-based path integral method, previously applied to atomic systems, is modified and used to study molecular systems. The method allows the simultaneous evolution of atomic and electronic degrees of freedom. Results for CH$_4 $, NH$_3…

Chemical Physics · Physics 2009-11-11 Randall W. Hall

Approximating the optimal value function $v^*$ for infinite-horizon, nonlinear, autonomous optimal control problems is both challenging and essential for synthesizing real-time optimal feedback. We develop an abstract optimal recovery…

Optimization and Control · Mathematics 2025-12-09 Tobias Ehring , Behzad Azmi , Bernard Haasdonk

We consider a distributed optimal control problem subject to a parabolic evolution equation as constraint. The control will be considered in the energy norm of the anisotropic Sobolev space $[H_{0;,0}^{1,1/2}(Q)]^\ast$, such that the state…

Numerical Analysis · Mathematics 2025-02-14 Richard Löscher , Michael Reichelt , Olaf Steinbach

Inverse optimal control problem emerges in different practical applications, where the goal is to design a cost function in order to approximate given optimal strategies of an expert. Typical application is in robotics for generation of…

Optimization and Control · Mathematics 2024-06-21 Frédéric Jean , Sofya Maslovskaya

We introduce the notion of importance sampling under embedded barrier state control, titled Safety Controlled Model Predictive Path Integral Control (SC-MPPI). For robotic systems operating in an environment with multiple constraints, hard…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Manan Gandhi , Hassan Almubarak , Evangelos Theodorou

Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…

Optimization and Control · Mathematics 2025-04-18 V. Cerone , S. M. Fosson , A. Re , D. Regruto

In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…

Statistics Theory · Mathematics 2018-12-04 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

Motivated by the growing interest in representation learning approaches that uncover the latent structure of high-dimensional data, this work proposes new algorithms for reconstruction-based manifold learning within Reproducing-Kernel…

Machine Learning · Computer Science 2026-05-07 Enrique Feito-Casares , Francisco M. Melgarejo-Meseguer , José-Luis Rojo-Álvarez

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

This paper addresses the problem of hierarchical task control, where a robotic system must perform multiple subtasks with varying levels of priority. A commonly used approach for hierarchical control is the null-space projection technique,…

Robotics · Computer Science 2025-03-31 Apurva Patil , Riku Funada , Takashi Tanaka , Luis Sentis

In this work, we present composite Bernstein polynomials as a direct collocation method for approximating optimal control problems. An analysis of the convergence properties of composite Bernstein polynomials is provided, and beneficial…

Optimization and Control · Mathematics 2024-07-26 Gage MacLin , Venanzio Cichella , Andrew Patterson , Michael Acheson , Irene Gregory

This note consists of two largely independent parts. In the first part we give conditions on the kernel $k: \Omega \times \Omega \rightarrow \mathbb{R}$ of a reproducing kernel Hilbert space $H$ continuously embedded via the identity…

Functional Analysis · Mathematics 2022-06-16 Marcin Wnuk