Related papers: Transfer Operator Based Approach for Optimal Stabi…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
This paper proposes a framework to study the convergence of stochastic optimization and learning algorithms. The framework is modeled over the different challenges that these algorithms pose, such as (i) the presence of random additive…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
This work introduces a sequential convex programming framework for non-linear, finite-dimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process. We prove that any accumulation point of the…
In this paper, we deal with the problem of synthesizing static output feedback controllers for stabilizing polynomial systems. Our approach jointly synthesizes a Lyapunov function and a static output feedback controller that stabilizes the…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile nodes to minimize an uncertainty metric in a given mission space. For multi agent in a one-dimensional…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…
Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…
In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that only stochastic information of the gradients of the objective function is available via a stochastic first-order oracle…
We address a sequential decision problem that arises in the computation of symmetric Boolean functions of distributed data. We consider a collocated network, where each node's transmissions can be heard by every other node. Each node has a…
In this paper, we develop a rigorous optimal control-theoretic approach to Transformer training that respects key structural constraints such as (i) realized-input-independence during execution, (ii) the ensemble control nature of the…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
This paper studies the stabilization problem of networked control systems (NCSs) with random packet dropouts caused by stochastic channels. To describe the effects of stochastic channels on the information transmission, the transmission…
Fourier Neural Operators (FNOs) offer a principled approach for solving complex partial differential equations (PDEs). However, scaling them to handle more complex PDEs requires increasing the number of Fourier modes, which significantly…
We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…
An algorithm for constructing a control function that transfers a wide class of stationary nonlinear systems of ordinary differential equations from an initial state to a final state under certain control restrictions is proposed. The…
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…
We study a system of all-to-all weakly coupled uniformly expanding circle maps in the thermodynamic limit. The state of the system is described by a probability measure and its evolution is given by the action of a nonlinear operator, also…
In this paper, we consider the stochastic optimal control problems under model risk caused by uncertain volatilities. To have a mathematical consistent framework we use the notion of G-expectation and its corresponding G-Brwonian motion…