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Control of a dynamical system without the knowledge of dynamics is an important and challenging task. Modern machine learning approaches, such as deep neural networks (DNNs), allow for the estimation of a dynamics model from control inputs…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Suruchi Sharma , Volodymyr Makarenko , Gautam Kumar , Stas Tiomkin

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…

Machine Learning · Statistics 2023-10-25 Felix X. -F. Ye , Sichen Yang , Mauro Maggioni

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

Algorithms proposed for solving high-dimensional optimization problems with no derivative information frequently encounter the "curse of dimensionality," becoming ineffective as the dimension of the parameter space grows. One feature of a…

Optimization and Control · Mathematics 2020-04-28 Dmitry Pozharskiy , Noah J. Wichrowski , Andrew B. Duncan , Grigorios A. Pavliotis , Ioannis G. Kevrekidis

Optimal prediction approximates the average solution of a large system of ordinary differential equations by a smaller system. We present how optimal prediction can be applied to a typical problem in the field of molecular dynamics, in…

Mathematical Physics · Physics 2008-11-15 Benjamin Seibold

We show how spectral submanifold (SSM) theory can be used to extract forced-response curves, including isolas, without any numerical simulation in high-degree-of-freedom, periodically forced mechanical systems. We use multivariate…

Dynamical Systems · Mathematics 2019-12-25 Sten Ponsioen , George Haller

In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Chengyan Zhao , Masaki Ogura , Kenji Sugimoto

We consider many-body problems in classical mechanics where a wide range of time scales limits what can be computed. We apply the method of optimal prediction to obtain equations which are easier to solve numerically. We demonstrate by…

Numerical Analysis · Mathematics 2025-10-20 Anton Kast

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

Efficient motion planning algorithms are of central importance for deploying robots in the real world. Unfortunately, these algorithms often drastically reduce the dimensionality of the problem for the sake of feasibility, thereby foregoing…

Robotics · Computer Science 2022-12-02 Alex Beaudin , Hsiu-Chin Lin

Modeling and control of agent-based models is twice cursed by the dimensionality of the problem, as both the number of agents and their state space dimension can be large. Even though the computational barrier posed by a large ensemble of…

Optimization and Control · Mathematics 2025-07-16 Giacomo Albi , Sara Bicego , Dante Kalise

Many chemical processes exhibit diverse timescale dynamics with a strong coupling between timescale sensitive variables. Model predictive control with a non-uniformly spaced optimisation horizon is an effective approach to multi-timescale…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Ryan McCloy , Lai Wei , Jie Bao

Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…

Optimization and Control · Mathematics 2021-08-11 Pierfrancesco Urbani

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

This paper formulates optimal control problems for rigid bodies in a geometric manner and it presents computational procedures based on this geometric formulation for numerically solving these optimal control problems. The dynamics of each…

Optimization and Control · Mathematics 2008-05-07 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the…

Numerical Analysis · Mathematics 2023-09-29 Susanne C. Brenner , Jose C. Garay , Li-yeng Sung