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This paper deals with a class of optimal control problems which arises in advertising models with Volterra Ornstein-Uhlenbeck process representing the product goodwill. Such choice of the model can be regarded as a stochastic modification…

Optimization and Control · Mathematics 2022-12-20 Michele Giordano , Anton Yurchenko-Tytarenko

In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of Hamilton-Jacobi-Bellman (HJB) equations derived from…

Machine Learning · Computer Science 2020-10-28 Jeongho Kim , Jaeuk Shin , Insoon Yang

The probabilistic velocity obstacle (PVO) extends the concept of velocity obstacle (VO) to work in uncertain dynamic environments. In this paper, we show how a robust model predictive control (MPC) with PVO constraints under non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-01-27 P. S. Naga Jyotish , Bharath Gopalakrishnan , A. V. S. Sai Bhargav Kumar , Arun Kumar Singh , K. Madhava Krishna , Dinesh Manocha

In this paper we study the mixed virtual element approximation to an elliptic optimal control problem with boundary observations. The objective functional of this type of optimal control problem contains the outward normal derivatives of…

Numerical Analysis · Mathematics 2023-12-19 Minghui Yang , Zhaojie Zhou

The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis

Bilinear systems emerge in a wide variety of fields as natural models for dynamical systems ranging from robotics to quantum dots. Analyzing controllability of such systems is of fundamental and practical importance, for example, for the…

Optimization and Control · Mathematics 2019-08-14 Wei Zhang , Jr-Shin Li

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

This paper, which is the natural continuation of a previous paper by the same authors, studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes…

Optimization and Control · Mathematics 2009-07-10 Salvatore Federico , Ben Goldys , Fausto Gozzi

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

Optimization and Control · Mathematics 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider

Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…

Machine Learning · Computer Science 2025-10-20 Shiqin Tang , Shuxin Zhuang , Rong Feng , Runsheng Yu , Hongzong Li , Youzhi Zhang

Many real-world sequential decision-making problems can be formulated as optimal control with high-dimensional observations and unknown dynamics. A promising approach is to embed the high-dimensional observations into a lower-dimensional…

Machine Learning · Computer Science 2020-02-12 Nir Levine , Yinlam Chow , Rui Shu , Ang Li , Mohammad Ghavamzadeh , Hung Bui

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

In this paper, we consider the closed-loop control problem of nonlinear robotic systems in the presence of probabilistic uncertainties and disturbances. More precisely, we design a state feedback controller that minimizes deviations of the…

Robotics · Computer Science 2023-08-15 Weiqiao Han , Ashkan Jasour , Brian Williams

The optimal control problem for open quantum systems can be formulated as a time-dependent Lindbladian that is parameterized by a number of time-dependent control variables. Given an observable and an initial state, the goal is to tune the…

Quantum Physics · Physics 2024-05-30 Wenhao He , Tongyang Li , Xiantao Li , Zecheng Li , Chunhao Wang , Ke Wang

Autonomous driving is a complex and highly dynamic process that ensures controlling the coupled longitudinal and lateral vehicle dynamics. Model predictive control, distinguished by its predictive feature, optimal performance, and ability…

Optimization and Control · Mathematics 2025-11-04 Yassine Kebbati , Naima Ait-Oufroukh , Dalil Ichalal , Vincent Vigneron

This paper addresses the steady state covariance steering for linear dynamical systems via structural intervention on the system matrix. We formulate the covariance steering problem as the minimization of the Kullback-Leibler (KL)…

Systems and Control · Electrical Eng. & Systems 2026-02-27 Yosuke Inoue , Masaki Inoue

We study the problem of nonnegative rank-one approximation of a nonnegative tensor, and show that the globally optimal solution that minimizes the generalized Kullback-Leibler divergence can be efficiently obtained, i.e., it is not NP-hard.…

Signal Processing · Electrical Eng. & Systems 2017-11-22 Kejun Huang , Nicholas D. Sidiropoulos

We study a family of optimal control problems under a set of controlled-loss constraints holding at different deterministic dates. The characterization of the associated value function by a Hamilton-Jacobi-Bellman equation usually calls for…

Optimization and Control · Mathematics 2020-07-27 Geraldine Bouveret , Athena Picarelli

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

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli