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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

In the present paper we deal with an optimal control problem related to a model in population dynamics; more precisely, the goal is to modify the behavior of a given density of individuals via another population of agents interacting with…

Optimization and Control · Mathematics 2016-09-26 Mattia Bongini , Giuseppe Buttazzo

We study the optimal control of the mean and variance of the network state vector. We develop an algorithm that uses projected gradient descent to optimize the control input placement, subject to constraints on the state that must be…

Optimization and Control · Mathematics 2024-04-16 Philip Solimine , Anke Meyer-Baese

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 paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jieqiang Wei , Peng Yi , Xiaoming Hu

We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…

Numerical Analysis · Mathematics 2020-08-26 Panos Lambrianides , Qi Gong , Daniele Venturi

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

The problem of controlling complex networks is of interest to disciplines ranging from biology to swarm robotics. However, controllability can be too strict a condition, failing to capture a range of desirable behaviors. Herdability, which…

Systems and Control · Computer Science 2018-05-01 Sebastian F. Ruf , Magnus Egersted , Jeff S. Shamma

Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only…

Optimization and Control · Mathematics 2016-10-24 Giampaolo Torrisi , Sergio Grammatico , Roy S. Smith , Manfred Morari

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

Optimization and Control · Mathematics 2024-12-13 Getachew K. Befekadu

The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…

Optimization and Control · Mathematics 2026-02-02 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…

Optimization and Control · Mathematics 2025-07-25 Takuya Ikeda , Masaaki Nagahara

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Machine Learning · Computer Science 2020-06-30 Wenye Li , Shuzhong Zhang

We study the L1 minimization problem with additional box constraints. We motivate the problem with two different views of optimality considerations. We look into imposing such constraints in projected gradient techniques and propose a worst…

Data Structures and Algorithms · Computer Science 2010-10-04 Mithun Das Gupta , Sanjeev Kumar , Jing Xiao

In this work, we consider the controllability of a discrete-time linear dynamical system with sparse control inputs. Sparsity constraints on the input arises naturally in networked systems, where activating each input variable adds to the…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Geethu Joseph , Chandra R. Murthy

We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…

Optimization and Control · Mathematics 2026-02-19 Fulvia Confortola , Marco Fuhrman

This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…

Optimization and Control · Mathematics 2024-08-27 Ahmed Allibhoy , Jorge Cortés

In spite of the recent interest and advances in linear controllability of complex networks, controlling nonlinear network dynamics remains to be an outstanding problem. We develop an experimentally feasible control framework for nonlinear…

Molecular Networks · Quantitative Biology 2015-09-24 Le-Zhi Wang , Ri-Qi Su , Zi-Gang Huang , Xiao Wang , Wenxu Wang , Celso Grebogi , Ying-Cheng Lai

Given a state transition matrix (STM), we reinvestigate the problem of constructing the sparest input matrix with a fixed number of inputs to guarantee controllability. We give a new and simple graph theoretic characterization for the…

Optimization and Control · Mathematics 2018-09-17 Yuan Zhang , Tong Zhou