Related papers: Deep learning as optimal control problems: models …
This paper highlights a parallel between the forward backward sweeping method for optimal control and deep learning training procedures. We reformulate a classical optimal control problem, constrained by a differential equation system, into…
We study model predictive control for singular differential-algebraic equations with higher index. This is a novelty when compared to the literature where only regular differential-algebraic equations with additional assumptions on the…
Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but…
When and why can a neural network be successfully trained? This article provides an overview of optimization algorithms and theory for training neural networks. First, we discuss the issue of gradient explosion/vanishing and the more…
A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…
Recently, optimal time variable learning in deep neural networks (DNNs) was introduced in arXiv:2204.08528. In this manuscript we extend the concept by introducing a regularization term that directly relates to the time horizon in discrete…
Deep learning has become a pivotal technology in fields such as computer vision, scientific computing, and dynamical systems, significantly advancing these disciplines. However, neural Networks persistently face challenges related to…
Trajectory following is one of the complicated control problems when its dynamics are nonlinear, stochastic and include a large number of parameters. The problem has significant difficulties including a large number of trials required for…
A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…
We present an approach for solving optimal Dirichlet boundary control problems of nonlinear optics by using deep learning. For computing high resolution approximations of the solution to the nonlinear wave model, we propose higher order…
This paper aims at one-shot learning of deep neural nets, where a highly parallel setting is considered to address the algorithm calibration problem - selecting the best neural architecture and learning hyper-parameter values depending on…
We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him…
In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained…
We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
In this work, we describe a new approach that uses deep neural networks (DNN) to obtain regularization parameters for solving inverse problems. We consider a supervised learning approach, where a network is trained to approximate the…
This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…
The presence of non-convexity in smooth optimization problems arising from deep learning have sparked new smoothness conditions in the literature and corresponding convergence analyses. We discuss these smoothness conditions, order them,…
This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…
Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive…