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Borel probability measures living on metric spaces are fundamental mathematical objects. There are several meaningful distance functions that make the collection of the probability measures living on a certain space a metric space. We are…

Functional Analysis · Mathematics 2018-06-14 Dániel Virosztek

This work is concerned with a hierarchical framework of optimal control problems connecting interacting particle systems, the mean field limit equations, and associated hydrodynamic models. By assuming the existence of solutions, we…

Optimization and Control · Mathematics 2025-10-20 Michael Herty , Yizhou Zhou

We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…

Statistics Theory · Mathematics 2025-05-08 Andrew Warren , Anton Afanassiev , Forest Kobayashi , Young-Heon Kim , Geoffrey Schiebinger

An exponential turnpike property for a semilinear control problem is proved. The state-target is assumed to be small, whereas the initial datum can be arbitrary. Turnpike results are also obtained for large targets, requiring that the…

Optimization and Control · Mathematics 2021-01-26 Dario Pighin

In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Eduardo Figueiredo , Steven Adams , Peyman Mohajerin Esfahani , Luca Laurenti

In this paper we discuss distributional robustness in the context of stochastic model predictive control (SMPC) for linear time-invariant systems. We derive a simple approximation of the MPC problem under an additive zero-mean i.i.d. noise…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

In this paper, we derive the mean-field limit of a collective dynamics model with time-varying weights, for weight dynamics that preserve the total mass of the system as well as indistinguishability of the agents. The limit equation is a…

Analysis of PDEs · Mathematics 2021-03-12 Nastassia Pouradier Duteil

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem…

Optimization and Control · Mathematics 2022-11-22 Zhi Chen , Daniel Kuhn , Wolfram Wiesemann

The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…

Statistics Theory · Mathematics 2019-11-11 Shashank Singh , Barnabás Póczos

A constant-rate multi-mode system is a hybrid system that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent constant rates. We introduce and study…

Optimization and Control · Mathematics 2016-10-19 Fabio Somenzi , Behrouz Touri , Ashutosh Trivedi

We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and…

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

A number of researchers have independently introduced topologies on the set of laws of stochastic processes that extend the usual weak topology. Depending on the respective scientific background this was motivated by applications and…

Probability · Mathematics 2021-05-18 Julio Backhoff , Daniel Bartl , Mathias Beiglböck , Johannes Wiesel

We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…

Artificial Intelligence · Computer Science 2025-10-16 Adrian Ciotinga , YooJung Choi

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

Probability · Mathematics 2026-04-14 Benjamin Seeger

The paper extends an impulsive control-theoretical framework towards dynamic systems in the space of measures. We consider a transport equation describing the time-evolution of a conservative "mass" (probability measure), which represents…

Optimization and Control · Mathematics 2020-02-17 Nikolay Pogodaev , Maxim Staritsyn

In this work, we introduce a notion of reachability entropy to characterize the smallest data rate which is sufficient enough to enforce reach-while-stay specification. We also define data rates of coder-controllers that can enforce this…

Optimization and Control · Mathematics 2022-06-22 Mahendra Singh Tomar , Majid Zamani

A shortcoming of existing reachability approaches for nonlinear systems is the poor scalability with the number of continuous state variables. To mitigate this problem we present a simulation-based approach where we first sample a number of…

Systems and Control · Computer Science 2017-09-21 Murat Arcak , John Maidens

In this paper, we consider a minimum time control problem governed by a trait-structured chemostat model including mutation and one limiting substrate. Our first main result proves the well-posedness of the control-to-state mapping. We…

Optimization and Control · Mathematics 2026-02-26 Claudia Alvarez-Latuz , Terence Bayen , Jerome Coville

This paper deals with the problem of learning a skill-conditioned policy that acts meaningfully in the absence of a reward signal. Mutual information based objectives have shown some success in learning skills that reach a diverse set of…

Machine Learning · Computer Science 2021-10-29 Ishan Durugkar , Steven Hansen , Stephen Spencer , Volodymyr Mnih
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