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A major challenge in modern reinforcement learning (RL) is efficient control of dynamical systems from high-dimensional sensory observations. Learning controllable embedding (LCE) is a promising approach that addresses this challenge by…

Machine Learning · Computer Science 2020-06-25 Brandon Cui , Yinlam Chow , Mohammad Ghavamzadeh

The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…

Optimization and Control · Mathematics 2015-02-26 Dante Kalise , Axel Kröner , Karl Kunisch

Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…

Machine Learning · Computer Science 2024-06-04 Shyam Sundhar Ramesh , Pier Giuseppe Sessa , Yifan Hu , Andreas Krause , Ilija Bogunovic

We develop dynamical programming methods for the purpose of optimal control of quantum states with convex constraints and concave cost and bequest functions of the quantum state. We consider both open loop and feedback control schemes,…

Quantum Physics · Physics 2009-03-06 Viacheslav P. Belavkin , Antonio Negretti , Klaus Molmer

The present work extends known finite-dimensional constrained optimal control realizations to the realm of well-posed regular linear infinite-dimensional systems modelled by partial differential equations. The structure-preserving…

Optimization and Control · Mathematics 2020-05-21 Stevan Dubljevic , Jukka-Pekka Humaloja

The objective of designing a control system is to steer a dynamical system with a control signal, guiding it to exhibit the desired behavior. The Hamilton-Jacobi-Bellman (HJB) partial differential equation offers a framework for optimal…

Machine Learning · Computer Science 2025-10-22 Jostein Barry-Straume , Adwait D. Verulkar , Arash Sarshar , Andrey A. Popov , Adrian Sandu

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence…

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

This paper proposes a novel real-time affordable solution to the trajectory tracking control problem for self-driving cars subject to longitudinal and steering angular velocity constraints. To this end, we develop a dual-mode Model…

Systems and Control · Electrical Eng. & Systems 2024-05-06 Cristian Tiriolo , Walter Lucia

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

In this paper, we discuss the approximate controllability for control systems governed by stochastic evolution hemivariational inequalities in Hilbert spaces. The interest in studying this type of equation comes from its application in some…

Optimization and Control · Mathematics 2025-04-22 Bholanath Kumbhakar , Deeksha , Dwijendra Narain Pandey

Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…

Probability · Mathematics 2015-06-22 Fausto Gozzi , Federica Masiero

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

In this paper, we propose a novel dynamic state-feedback controller for polytopic linear parameter-varying (LPV) systems with constant input matrix. The controller employs a projected gradient flow method to continuously improve its control…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Armin Gießler , Felix Strehle , Jochen Illerhaus , Sören Hohmann

We present an empirical, gradient-based method for solving data-driven stochastic optimal control problems using the theory of kernel embeddings of distributions. By embedding the integral operator of a stochastic kernel in a reproducing…

Optimization and Control · Mathematics 2022-09-20 Adam J. Thorpe , Jake A. Gonzales , Meeko M. K. Oishi

Local exact controllability of the 1D NLS (subject to zero boundary conditions) with distributed control is shown to hold in a $H^1$--neighbourhood of the nonlinear ground state. The Hilbert Uniqueness Method (HUM), due to J.-L. Lions, is…

Optimization and Control · Mathematics 2007-05-23 Horst Lange , Holger Teismann

In this paper, we investigate finite-horizon optimal density steering problems for discrete-time stochastic linear dynamical systems whose state probability densities can be represented as Gaussian Mixture Models (GMMs). Our goal is to…

Optimization and Control · Mathematics 2025-01-07 Isin M Balci , Efstathios Bakolas

The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…

Mathematical Physics · Physics 2017-01-18 Leonardo Colombo