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This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

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…

Optimization and Control · Mathematics 2022-09-27 Riccardo Bonalli , Thomas Lew , Marco Pavone

Machine teaching addresses the problem of finding the best training data that can guide a learning algorithm to a target model with minimal effort. In conventional settings, a teacher provides data that are consistent with the true data…

Machine Learning · Computer Science 2019-11-04 Tomi Peltola , Mustafa Mert Çelikok , Pedram Daee , Samuel Kaski

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

Optimal Control Theory is a powerful mathematical tool, which has known a rapid development since the 1950s, mainly for engineering applications. More recently, it has become a widely used method to improve process performance in quantum…

Quantum Physics · Physics 2021-09-16 U. Boscain , M. Sigalotti , D. Sugny

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E

Reliable high-fidelity quantum state transformation has always been considered as an inseparable part of quantum information processing. In this regard, Pontryagin maximum principle has proved to play an important role to achieve the…

Quantum Physics · Physics 2023-02-21 Nahid Binandeh Dehaghani , A. Pedro Aguiar

We introduce a sequential learning algorithm to address a robust controller tuning problem, which in effect, finds (with high probability) a candidate solution satisfying the internal performance constraint to a chance-constrained program…

Optimization and Control · Mathematics 2021-10-19 Robert Chin , Chris Manzie , Iman Shames , Dragan Nešić , Jonathan E. Rowe

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

A sequential training method for large-scale feedforward neural networks is presented. Each layer of the neural network is decoupled and trained separately. After the training is completed for each layer, they are combined together. The…

Machine Learning · Computer Science 2019-05-21 Jongrae Kim

The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole…

Optimization and Control · Mathematics 2013-11-12 Eduardo Oda , Pedro Aladar Tonelli

This paper presents an optimal control problem to analyze the efficacy of counter-terrorism tactics. We present an algorithm that efficiently combines the Minimum Principle of Pontryagin, the shooting method and the cyclic descent of…

Optimization and Control · Mathematics 2025-01-16 L. Bayon , P. Fortuny Ayuso , P. J. Garcia-Nieto , J. M. Grau , M. M. Ruiz

In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

Optimization and Control · Mathematics 2018-04-23 Shuzhen Yang

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type. The possibility that admissible controls are…

Optimization and Control · Mathematics 2021-08-10 Faical Ndairou , Delfim F. M. Torres

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

Quantum optimal control is a set of methods for designing time-varying electromagnetic fields to perform operations in quantum technologies. This tutorial paper introduces the basic elements of this theory based on the Pontryagin maximum…

Quantum Physics · Physics 2024-06-17 Q. Ansel , E. Dionis , F. Arrouas , B. Peaudecerf , S. Guérin , D. Guéry-Odelin , D. Sugny

In this paper, we address the adversarial training of neural ODEs from a robust control perspective. This is an alternative to the classical training via empirical risk minimization, and it is widely used to enforce reliable outcomes for…

Optimization and Control · Mathematics 2024-04-02 Cristina Cipriani , Alessandro Scagliotti , Tobias Wöhrer

In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…

Optimization and Control · Mathematics 2024-08-13 Chandrajit Bajaj , Minh Nguyen
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