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We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff

In this work, we introduce a notion of reachability entropy to characterize the smallest data rate which is sufficient enough to enforce reach-while-stay specification. We also define data rates of coder-controllers that can enforce this…

Optimization and Control · Mathematics 2022-06-22 Mahendra Singh Tomar , Majid Zamani

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

Reachability analysis, in general, is a fundamental method that supports formally-correct synthesis, robust model predictive control, set-based observers, fault detection, invariant computation, and conformance checking, to name but a few.…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Niklas Kochdumper , Bastian Schürmann , Matthias Althoff

We study fundamental reachability problems on pseudo-orbits of linear dynamical systems. Pseudo-orbits can be viewed as a model of computation with limited precision and pseudo-reachability can be thought of as a robust version of classical…

Logic in Computer Science · Computer Science 2022-07-07 Julian D'Costa , Toghrul Karimov , Rupak Majumdar , Joël Ouaknine , Mahmoud Salamati , James Worrell

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

This paper is devoted to the study of directional minimal time functions that specify the minimal time for a vector to reach an object following its given direction. We provide a careful analysis of general and generalized differentiation…

Optimization and Control · Mathematics 2013-01-08 Nguyen Mau Nam , Constantin Zalinescu

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Víctor Costa da Silva Campos , Mariella Maia Quadros , Luciano Frezzato , Leonardo Mozelli , Anh-Tu Nguyen

We extend the work of Narasimhan and Bilmes [30] for minimizing set functions representable as a difference between submodular functions. Similar to [30], our new algorithms are guaranteed to monotonically reduce the objective function at…

Data Structures and Algorithms · Computer Science 2013-08-27 Rishabh Iyer , Jeff Bilmes

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

We present a data-driven method for computing approximate forward reachable sets using separating kernels in a reproducing kernel Hilbert space. We frame the problem as a support estimation problem, and learn a classifier of the support as…

Optimization and Control · Mathematics 2020-11-20 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

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

We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…

Optimization and Control · Mathematics 2018-09-05 Gunther Reissig , Matthias Rungger

We consider the problem of approximating a multiple-input multiple-output (MIMO) $p\times m$ rational transfer function $H(s)$ of high degree by another $p\times m$ rational transfer function $\hat H(s)$ of much smaller degree, so that the…

Optimization and Control · Mathematics 2008-07-31 Paul Van Dooren , Kyle A. Gallivan , P. -A. Absil

Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…

Probability · Mathematics 2023-06-12 Fathima Zarin Faizal , Vivek Borkar

We propose a function-learning methodology with a control-theoretical foundation. We parametrise the approximating function as the solution to a control system on a reproducing-kernel Hilbert space, and propose several methods to find the…

Optimization and Control · Mathematics 2024-06-18 Paolo Colusso , Damir Filipović

The use of separable approximations is proposed to mitigate the curse of dimensionality related to the approximation of high-dimensional value functions in optimal control. The separable approximation exploits intrinsic decaying sensitivity…

Optimization and Control · Mathematics 2025-08-26 Mario Sperl , Luca Saluzzi , Dante Kalise , Lars Grüne

Applications in machine learning, optimization, and control require the sequential selection of a few system elements, such as sensors, data, or actuators, to optimize the system performance across multiple time steps. However, in…

Machine Learning · Statistics 2020-12-17 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…

Optimization and Control · Mathematics 2013-04-09 Georgios Stathopoulos , Tamás Keviczky , Yang Wang
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