Related papers: Schr\"odinger Approach to Optimal Control of Large…
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…
We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…
Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…
We investigate the regulator problem (tracking and disturbance rejection) for a system (plant) described by a boundary controlled anti-stable linear one-dimensional Schrodinger equation, using the backstepping approach. The output to be…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…
We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired {\em steady state} corresponding to reduced thermal noise. Among the…
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…
We study optimal bilinear control problems for stochastic nonlinear Schr\"odinger equations in both the mass subcritical and critical case. For general initial data of the minimal L2 regularity, we prove the existence and first order…
We show that the stochastic Schrodinger equation for the filtered state of a system, with linear free dynamics, undergoing continual non-demolition measurement or either position or momentum, or both together, can be solved explicitly…
Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…
In this paper we discuss optimality conditions for abstract optimization problems over complex spaces. We then apply these results to optimal control problems with a semigroup structure. As an application we detail the case when the state…
We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…
Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…
Controlling the stochastic dynamics of biological populations is a challenge that arises across various biological contexts. However, these dynamics are inherently nonlinear and involve a discrete state space, i.e., the number of molecules,…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
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…