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This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

This article investigates the exact controllability of three-dimensional stochastic Maxwell equations, a coupled system comprising two stochastic partial differential equations. The research establishes the observability inequality for the…

Optimization and Control · Mathematics 2026-05-26 Liying Sun , Xiaohan Wang , Yongyi Yu

This paper is addressed to studying the exact controllability for stochastic Schr\"{o}dinger equations by two controls. One is a boundary control in the drift term and the other is an internal control in the diffusion term. By means of the…

Optimization and Control · Mathematics 2013-04-29 Qi Lu

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

Machine Learning · Computer Science 2012-06-22 Sergey Levine , Vladlen Koltun

In this paper, we derive the approximate controllability of fractional evolution hemivariational inequalities in reflexive Banach spaces involving Caputo fractional derivatives. We first show that the original problem is connected with a…

Optimization and Control · Mathematics 2024-08-13 Bholanath Kumbhakar , Deeksha , Dwijendra Narain Pandey

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

This paper addresses the problem of obtaining low-order models of fluid flows for the purpose of designing robust feedback controllers. This is challenging since whilst many flows are governed by a set of nonlinear, partial…

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

This paper discusses the approximate controllability of a fractional differential control problem driven by a nonlinear hemivariational inequality in a Hilbert space. First, we prove the existence of a mild solution for a fractional control…

Optimization and Control · Mathematics 2024-12-03 Garima Gupta , Jaydev Dabas

In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…

Optimization and Control · Mathematics 2017-03-29 Ying Hu , Jianhui Huang , Xun Li

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model related to orders of the fractional derivatives, are often unknown and difficult to be…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

The Helmholtz conditions are necessary and sufficient conditions for a system of second order differential equations to be variational, that is, equivalent to a system of Euler-Lagrange equations for a regular Lagrangian. On the other hand,…

Optimization and Control · Mathematics 2018-10-17 Marta Farré Puiggalí , Anthony M. Bloch

Sufficient conditions for the invariance of evolution problems governed by perturbations of (possibly nonlinear) $m$-accretive operators are provided. The conditions for the invariance with respect to sublevel sets of a constraint…

Analysis of PDEs · Mathematics 2020-12-21 Aleksander Ćwiszewski , Grzegorz Gabor , Wojciech Kryszewski

This paper considers the problem of controlled invariance of involutive regular distribution, both for smooth and real analytic cases. After a review of some existing work, a precise formulation of the problem of local and global controlled…

Optimization and Control · Mathematics 2021-11-18 Qianqian Xia

We consider output trajectory tracking for a class of uncertain nonlinear systems whose internal dynamics may be modelled by infinite-dimensional systems which are bounded-input, bounded-output stable. We describe under which conditions…

Optimization and Control · Mathematics 2019-12-06 Thomas Berger , Marc Puche , Felix Schwenninger

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

This review examines classical and recent results on controllability and inverse problems for hyperbolic and dispersive equations with dynamic boundary conditions. We aim to illustrate the applicability of Carleman estimates to establish…

Optimization and Control · Mathematics 2025-05-22 S. E. Chorfi , L. Maniar , R. Morales

The inverse problem method is tested for a class of mean field statistical mechanics models representing a mixture of particles of different species. The robustness of the inversion is investigated for different values of the physical…

Mathematical Physics · Physics 2015-06-12 M. Fedele , C. Vernia , P. Contucci

We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…

Probability · Mathematics 2017-09-18 Peter K. Friz , Huilin Zhang