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Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

General distribution steering is intrinsically an infinite-dimensional problem, when the continuous distributions to steer are arbitrary. We put forward a moment representation of the primal system for control in [42]. However, the system…

Optimization and Control · Mathematics 2025-04-01 Guangyu Wu , Anders Lindquist

This paper presents novel methods for achieving stable and efficient convergence in multivariable extremum seeking control (ESC) using sliding mode techniques. Drawing inspiration from both classical sliding mode control and more recent…

Optimization and Control · Mathematics 2025-08-13 Roberto Luo , Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic

Steering a car through traffic is a complex task that is difficult to cast into algorithms. Therefore, researchers turn to training artificial neural networks from front-facing camera data stream along with the associated steering angles.…

Machine Learning · Computer Science 2017-11-23 Hesham M. Eraqi , Mohamed N. Moustafa , Jens Honer

In this paper, we propose a distributed solution to the navigation of a population of unmanned aerial vehicles (UAVs) to best localize a static source. The network is considered heterogeneous with UAVs equipped with received signal strength…

Signal Processing · Electrical Eng. & Systems 2020-07-23 Anna Guerra , Davide Dardari , Petar M. Djuric

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

Numerical Analysis · Mathematics 2018-12-05 Bangti Jin , Xiliang Lu

We show that unconverged stochastic gradient descent can be interpreted as a procedure that samples from a nonparametric variational approximate posterior distribution. This distribution is implicitly defined as the transformation of an…

Machine Learning · Statistics 2015-04-07 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

A bottleneck can largely deteriorate the flow, such as a traffic light or an on-ramp at a road. To alleviate bottleneck situations, one of the important strategies is to control the input rate to suit the state of the road. In this study,…

Cellular Automata and Lattice Gases · Physics 2019-03-28 Hiroki Yamamoto , Daichi Yanagisawa , Katsuhiro Nishinari

This paper addresses the problem of steering an initial probability distribution to a target probability distribution through a deterministic or stochastic linear control system. Our proposed approach is inspired by the flow matching…

Optimization and Control · Mathematics 2025-01-15 Yuhang Mei , Mohammad Al-Jarrah , Amirhossein Taghvaei , Yongxin Chen

This paper investigates an inverse source problem for general semilinear stochastic hyperbolic equations. Motivated by the challenges arising from both randomness and nonlinearity, we develop a globally convergent iterative regularization…

Analysis of PDEs · Mathematics 2025-04-25 Qi Lü , Yu Wang

This technical note is concerned with aeroelastic flutter problems: the analysis of aeroelastic systems undergoing airspeed-dependent dynamic instability. Existing continuation methods for parametric stability analysis are based on marching…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Arion Pons

We propose a new design strategy for extremum seeking control for a multi-dimensional single-integrator system in the presence of local extrema. The proposed method employs suitably designed sinusoidal dither signals, which force the…

Optimization and Control · Mathematics 2026-03-03 Raik Suttner , Christian Ebenbauer , Sergey Dashkovskiy

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

Probability · Mathematics 2008-12-20 Seid Bahlali

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…

Optimization and Control · Mathematics 2025-07-15 Shaolin Ji , Rundong Xu

This paper proposes an event-triggered control scheme for multivariable extremum seeking of static maps. Both static and dynamic triggering conditions are developed. Integrating Lyapunov and averaging theories for discontinuous systems, a…

Optimization and Control · Mathematics 2023-12-15 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Liu Hsu , Mamadou Diagne , Miroslav Krstic

This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…

Optimization and Control · Mathematics 2023-07-06 Guangyu Wu , Anders Lindquist

Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…

Systems and Control · Electrical Eng. & Systems 2026-03-06 Menno van Zutphen , Giannis Delimpaltadakis , Duarte J. Antunes

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Wuping Xin