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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…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

Optimization and Control · Mathematics 2019-05-15 Michael R. Metel , Akiko Takeda

The complexity of modern control systems necessitates architectures that achieve high performance while ensuring robust stability, particularly for nonlinear systems. In this work, we tackle the challenge of designing output-feedback…

Systems and Control · Electrical Eng. & Systems 2025-06-16 Clara Lucía Galimberti , Luca Furieri , Giancarlo Ferrari-Trecate

Recently, inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications. After the discretization, many of inverse problems are reduced to linear systems.…

Numerical Analysis · Mathematics 2022-04-07 Gong Rongfang , Huang Qin

RMSProp and ADAM continue to be extremely popular algorithms for training neural nets but their theoretical convergence properties have remained unclear. Further, recent work has seemed to suggest that these algorithms have worse…

Machine Learning · Computer Science 2018-11-22 Soham De , Anirbit Mukherjee , Enayat Ullah

This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…

Neural and Evolutionary Computing · Computer Science 2015-07-29 Yury Sokolov , Robert Kozma , Ludmilla D. Werbos , Paul J. Werbos

In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis , Pierdomenico Pepe , Zhong-Ping Jiang

Point-to-point and periodic motions are ubiquitous in the world of robotics. To master these motions, Autonomous Dynamic System (DS) based algorithms are fundamental in the domain of Learning from Demonstration (LfD). However, these…

Robotics · Computer Science 2024-07-16 Yu Zhang , Haoyu Zhang , Yongxiang Zou , Houcheng Li , Long Cheng

In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…

Optimization and Control · Mathematics 2025-01-28 Hedy Attouch , Radu Ioan Bot , Dang-Khoa Nguyen

Motivated by a real problem in steel production, we introduce and analyze a general class of singularly perturbed linear hybrid systems with both switches and impulses, in which the slow or fast nature of the variables can be…

Systems and Control · Computer Science 2017-06-16 Jihene Ben Rejeb , Irinel-Constantin Morărescu , Antoine Girard , Jamal Daafouz

Optimization plays a central role in intelligent systems and cyber-physical technologies, where speed and reliability of convergence directly impact performance. In control theory, optimization-centric methods are standard: controllers are…

Optimization and Control · Mathematics 2026-03-23 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

Adversarial training, which is to enhance robustness against adversarial attacks, has received much attention because it is easy to generate human-imperceptible perturbations of data to deceive a given deep neural network. In this paper, we…

Machine Learning · Statistics 2023-06-02 Dongyoon Yang , Insung Kong , Yongdai Kim

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

Optimization and Control · Mathematics 2024-02-27 Matúš Benko , Patrick Mehlitz

We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…

Optimization and Control · Mathematics 2026-03-30 Paul Dobson , Jesus María Sanz-Serna , Konstantinos C. Zygalakis

Envisioned applications for humanoid robots call for the design of balancing and walking controllers. While promising results have been recently achieved, robust and reliable controllers are still a challenge for the control community…

Optimization and Control · Mathematics 2017-07-18 Gabriele Nava , Francesco Romano , Francesco Nori , Daniele Pucci

Trustworthy machine learning necessitates meticulous regulation of model reliance on non-robust features. We propose a framework to delineate and regulate such features by attributing model predictions to the input. Within our approach,…

Machine Learning · Computer Science 2024-07-10 Peiyu Yang , Naveed Akhtar , Mubarak Shah , Ajmal Mian

Gradient descent (GD) based optimization methods are these days the standard tools to train deep neural networks in artificial intelligence systems. In optimization procedures in deep learning the employed optimizer is often not the…

Optimization and Control · Mathematics 2025-09-24 Steffen Dereich , Robin Graeber , Arnulf Jentzen , Adrian Riekert

Despite the growing prevalence of artificial neural networks in real-world applications, their vulnerability to adversarial attacks remains a significant concern, which motivates us to investigate the robustness of machine learning models.…

Machine Learning · Computer Science 2024-08-23 Jie Wang , Rui Gao , Yao Xie

In a Hilbert space $H$, in order to develop fast optimization methods, we analyze the asymptotic behavior, as time $t$ tends to infinity, of inertial continuous dynamics where the damping acts as a closed-loop control. The function $f: H…

Optimization and Control · Mathematics 2021-01-12 Hedy Attouch , Radu Ioan Bot , Ernö Robert Csetnek
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