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Residual deep neural networks are formulated as interacting particle systems leading to a description through neural differential equations, and, in the case of large input data, through mean-field neural networks. The mean-field…

Optimization and Control · Mathematics 2024-03-14 Michael Herty , Chiara Segala , Giuseppe Visconti

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

Dynamical Systems · Mathematics 2022-06-10 Giovanni Russo , Fabian Wirth

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We present a procedure to build a single time model for the equations of motion of relativistic retarded systems composed of several particles; at any desired level of accuracy. We treat the especial case of a binary system. We apply this…

General Relativity and Quantum Cosmology · Physics 2018-03-13 Osvaldo M. Moreschi

Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Defne E. Ozan , Mingzhou Yin , Andrea Iannelli , Roy S. Smith

This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Sayak Mukherjee , Thanh Long Vu

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

In this paper we study properties of regular solutions of matrix Riccati equations. The obtained results are used to study the asymptotic behavior of solutions of linear systems of ordinary differential equations.

Classical Analysis and ODEs · Mathematics 2022-04-18 G. A. Grigorian

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

The goal of this paper is to develop data-driven control design and evaluation strategies based on linear matrix inequalities (LMIs) and dynamic programming. We consider deterministic discrete-time LTI systems, where the system model is…

Optimization and Control · Mathematics 2021-06-17 Donghwan Lee , Do Wan Kim

Control problems frequently arise in scientific and industrial applications, where the objective is to steer a dynamical system from an initial state to a desired target state. Recent advances in deep learning and automatic differentiation…

Systems and Control · Electrical Eng. & Systems 2026-01-09 Lucas Böttcher

We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the…

Machine Learning · Computer Science 2017-07-14 Nikhil Mishra , Pieter Abbeel , Igor Mordatch

We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the…

Optimization and Control · Mathematics 2019-08-30 Nikolai Matni , Stephen Tu

Learned representations of dynamical systems reduce dimensionality, potentially supporting downstream reinforcement learning (RL). However, no established methods predict a representation's suitability for control and evaluation is largely…

Machine Learning · Computer Science 2020-11-25 Kevin Haninger , Raul Vicente Garcia , Joerg Krueger

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

Stabilizing an unknown dynamical system is one of the central problems in control theory. In this paper, we study the sample complexity of the learn-to-stabilize problem in Linear Time-Invariant (LTI) systems on a single trajectory. Current…

Optimization and Control · Mathematics 2022-02-16 Yang Hu , Adam Wierman , Guannan Qu

For dynamical systems with a non hyperbolic equilibrium, it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system…

Numerical Analysis · Mathematics 2021-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Steeven Janny , Quentin Possamai , Laurent Bako , Madiha Nadri , Christian Wolf

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón