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We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Optimization and Control · Mathematics 2008-12-20 Seid Bahlali

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent…

Optimization and Control · Mathematics 2024-01-31 Anurag Dutta , K. Lakshmanan , John Harshith , A. Ramamoorthy

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…

Optimization and Control · Mathematics 2025-07-03 Nan Chen , Mengzhou Liu , Xiaoyan Wang , Nanyi Zhang

A key challenge in multi-robot and multi-agent systems is generating solutions that are robust to other self-interested or even adversarial parties who actively try to prevent the agents from achieving their goals. The practicality of…

Artificial Intelligence · Computer Science 2017-10-19 Trong Nghia Hoang , Yuchen Xiao , Kavinayan Sivakumar , Christopher Amato , Jonathan How

Counterfactual reasoning from logged data has become increasingly important for many applications such as web advertising or healthcare. In this paper, we address the problem of learning stochastic policies with continuous actions from the…

Machine Learning · Statistics 2025-02-24 Houssam Zenati , Alberto Bietti , Matthieu Martin , Eustache Diemert , Pierre Gaillard , Julien Mairal

We introduce a novel algorithm for the task of coherently controlling a quantum mechanical system to implement any chosen unitary dynamics. It performs faster than existing state of the art methods by one to three orders of magnitude…

Quantum Physics · Physics 2015-06-04 Pierre de Fouquieres

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

Learned dynamics models combined with both planning and policy learning algorithms have shown promise in enabling artificial agents to learn to perform many diverse tasks with limited supervision. However, one of the fundamental challenges…

Machine Learning · Computer Science 2020-08-12 Suraj Nair , Silvio Savarese , Chelsea Finn

The task of learning to pick a single preferred example out a finite set of examples, an "optimal choice problem", is a supervised machine learning problem with complex, structured input. Problems of optimal choice emerge often in various…

Artificial Intelligence · Computer Science 2017-07-07 Marina Sapir

Enhanced computational capabilities of modern decision-making software have allowed us to solve increasingly sophisticated optimisation problems. But in complex socio-economic, technical environments such as electricity markets, transparent…

Systems and Control · Electrical Eng. & Systems 2025-12-05 Benjamin Fritz , Waqquas Bukhsh

Being able to reason about how one's behaviour can affect the behaviour of others is a core skill required of intelligent driving agents. Despite this, the state of the art struggles to meet the need of agents to discover causal links…

Robotics · Computer Science 2024-03-07 Rhys Howard , Lars Kunze

This paper considers the problem of parameter identification for a multirobot system. We wish to understand when is it feasible for an adversarial observer to reverse-engineer the parameters of tasks being performed by a team of robots by…

Optimization and Control · Mathematics 2020-09-30 Jaskaran Singh Grover , Changliu Liu , Katia Sycara

Task allocation is a crucial process in modern systems, but it is often challenged by incomplete information about the utilities of participating agents. In this paper, we propose a new profit maximization mechanism for the task allocation…

Theoretical Economics · Economics 2023-02-14 Mina Montazeri , Hamed Kebriaei , Babak N. Araabi

We consider the problem of designing agents able to compute optimal decisions by composing data from multiple sources to tackle tasks involving: (i) tracking a desired behavior while minimizing an agent-specific cost; (ii) satisfying safety…

Optimization and Control · Mathematics 2023-05-23 Emiland Garrabe , Martina Lamberti , Giovanni Russo

This paper is concerned with the problem of designing agents able to dynamically select information from multiple data sources in order to tackle tasks that involve tracking a target behavior while optimizing a reward. We formulate this…

Optimization and Control · Mathematics 2021-06-11 Émiland Garrabé , Giovanni Russo

Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…

Optimization and Control · Mathematics 2014-09-02 Helena Sofia Rodrigues , M. Teresa T. Monteiro , Delfim F. M. Torres

This thesis addresses the problem of developing a quantum counter-part of the well established classical theory of control. We dwell on the fundamental fact that quantum states are generally not perfectly distinguishable, and quantum…

Quantum Physics · Physics 2009-08-21 Paulo E. M. F. Mendonca

Reinforcement learning can acquire complex behaviors from high-level specifications. However, defining a cost function that can be optimized effectively and encodes the correct task is challenging in practice. We explore how inverse optimal…

Machine Learning · Computer Science 2016-05-30 Chelsea Finn , Sergey Levine , Pieter Abbeel