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We examine Lagrangian techniques for computing underapproximations of finite-time horizon, stochastic reach-avoid level-sets for discrete-time, nonlinear systems. We use the concept of reachability of a target tube in the control literature…

Systems and Control · Computer Science 2017-04-13 Joseph D. Gleason , Abraham P. Vinod , Meeko. M. K. Oishi

In this paper, the output reachable estimation and safety verification problems for multi-layer perceptron neural networks are addressed. First, a conception called maximum sensitivity in introduced and, for a class of multi-layer…

Machine Learning · Computer Science 2018-02-21 Weiming Xiang , Hoang-Dung Tran , Taylor T. Johnson

We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…

Optimization and Control · Mathematics 2024-10-29 Getachew K. Befekadu

Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…

Machine Learning · Statistics 2019-11-22 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…

Computation · Statistics 2014-07-29 Tim Salimans , David A. Knowles

This paper discusses a new approximation method for operators which are solution to an operational Riccati equation (ORE). The latter is derived from the theory of optimal control of linear problems posed in Hilbert spaces. The…

Numerical Analysis · Mathematics 2013-10-29 Youssef Yakoubi , Michel Lenczner

Computing optimal control policies for complex dynamical systems requires approximation methods to remain computationally tractable. Several approximation methods have been developed to tackle this problem. However, these methods do not…

Robotics · Computer Science 2022-03-30 Ashwin Khadke , Hartmut Geyer

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

Numerical Analysis · Mathematics 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin

A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

Under-approximations of reachable sets and tubes have been receiving growing research attention due to their important roles in control synthesis and verification. Available under-approximation methods applicable to continuous-time linear…

Systems and Control · Electrical Eng. & Systems 2023-05-15 Mohamed Serry , Jun Liu

In this paper, a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-09-09 L. Brim , J. Fabriková , S. Dražan , D. Šafránek

This paper proposes a fully data-driven approach for optimal control of nonlinear control-affine systems represented by a stochastic diffusion. The focus is on the scenario where both the nonlinear dynamics and stage cost functions are…

Optimization and Control · Mathematics 2025-11-03 Nicolas Hoischen , Petar Bevanda , Stefan Sosnowski , Sandra Hirche , Boris Houska

This paper aims to synthesize a reachability controller for an unknown dynamical system. We first learn the unknown system using Gaussian processes and the (probabilistic) guarantee on the learned model. Then we use the funnel-based…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Sandeep Gorantla , Jeel Chatrola , Jay Bhagiya , Adnane Saoud , Pushpak Jagtap

We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an…

Optimization and Control · Mathematics 2018-01-03 Matthias Rungger , Paulo Tabuada

Bernstein polynomial approximation to a continuous function has a slower rate of convergence as compared to other approximation methods. "The fact seems to have precluded any numerical application of Bernstein polynomials from having been…

Optimization and Control · Mathematics 2018-12-18 Venanzio Cichella , Isaac Kaminer , Claire Walton , Naira Hovakimyan , Antonio Pascoal

The support vector machine is a flexible optimization-based technique widely used for classification problems. In practice, its training part becomes computationally expensive on large-scale data sets because of such reasons as the…

Machine Learning · Statistics 2016-11-28 Ehsan Sadrfaridpour , Sandeep Jeereddy , Ken Kennedy , Andre Luckow , Talayeh Razzaghi , Ilya Safro

This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS)…

Optimization and Control · Mathematics 2017-03-22 Milan Korda , Didier Henrion , Colin N. Jones

In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Thomas Lew , Lucas Janson , Riccardo Bonalli , Marco Pavone

We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and…

Optimization and Control · Mathematics 2012-01-19 B. Kappen , V. Gomez , M. Opper

In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…

Optimization and Control · Mathematics 2025-07-15 Francesca Maggioni , Andrea Spinelli