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We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

Optimization and Control · Mathematics 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Portfolio Management · Quantitative Finance 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

Optimization and Control · Mathematics 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

We propose a new event-driven method for on-line trajectory optimization to solve the data harvesting problem: in a two-dimensional mission space, N mobile agents are tasked with the collection of data generated at M stationary sources and…

Optimization and Control · Mathematics 2016-08-24 Yasaman Khazaeni , Christos G. Cassandras

We study dynamical transportation networks in a framework that includes extensions of the classical Cell Transmission Model to arbitrary network topologies. The dynamics are modeled as systems of ordinary differential equations describing…

Optimization and Control · Mathematics 2014-10-28 Enrico Lovisari , Giacomo Como , Anders Rantzer , Ketan Savla

We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…

Systems and Control · Computer Science 2014-12-16 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

We consider the optimal multi-agent persistent monitoring problem defined by a team of cooperating agents visiting a set of nodes (targets) on a graph with the objective of minimizing a measure of overall node state uncertainty. The…

Optimization and Control · Mathematics 2018-03-08 Nan Zhou , Christos G. Cassandras , Xi Yu , Sean B. Andersson

We propose a variational formulation of an inverse problem in continuous-time stochastic control, aimed at identifying control costs consistent with a given distribution over trajectories. The formulation is based on minimizing the…

Optimization and Control · Mathematics 2026-03-19 Yumiharu Nakano

In this paper we deal with distributed optimal control for nonlinear dynamical systems over graph, that is large-scale systems in which the dynamics of each subsystem depends on neighboring states only. Starting from a previous work in…

Optimization and Control · Mathematics 2020-01-29 Sara Spedicato , Sarnavi Mahesh , Giuseppe Notarstefano

We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…

Optimization and Control · Mathematics 2025-11-17 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

We consider the problem of controlling the movement of multiple cooperating agents so as to minimize an uncertainty metric associated with a finite number of targets. In a one-dimensional mission space, we adopt an optimal control framework…

Optimization and Control · Mathematics 2016-03-15 Nan Zhou , Xi Yu , Sean B. Andersson , Christos G. Cassandras

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

We consider the problem of steering the joint state probability density function of a static feedback linearizable control system over finite time horizon. Potential applications include controlling neuronal populations, swarm guidance, and…

Optimization and Control · Mathematics 2020-04-30 Kenneth F. Caluya , Abhishek Halder

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

The collection of all the strongly connected components in a directed graph, among each cluster of which any node has a path to another node, is a typical example of the intertwining structure and dynamics in complex networks, as its…

Physics and Society · Physics 2016-05-31 Jin-Hua Zhao , Hai-Jun Zhou

Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal…

Machine Learning · Computer Science 2024-06-05 Bao Nguyen , Binh Nguyen , Hieu Trung Nguyen , Viet Anh Nguyen

In this paper we revisit a class of optimal transport problems associated to non-autonomous linear control systems. Building on properties of the cost functions on $\mathbb{R}^{d}\times\mathbb{R}^{d}$ derived from suitable variational…

Optimization and Control · Mathematics 2025-05-26 Amit Einav , Yue Jiang , Alpár R. Mészáros

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

Other Computer Science · Computer Science 2016-03-23 Justin Solomon , Raif Rustamov , Leonidas Guibas , Adrian Butscher