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Noise poses a challenge for learning dynamical-system models because already small variations can distort the dynamics described by trajectory data. This work builds on operator inference from scientific machine learning to infer…

Machine Learning · Computer Science 2021-07-27 Wayne Isaac Tan Uy , Yuepeng Wang , Yuxiao Wen , Benjamin Peherstorfer

In this paper we consider filtering and smoothing of partially observed chaotic dynamical systems that are discretely observed, with an additive Gaussian noise in the observation. These models are found in a wide variety of real…

Methodology · Statistics 2018-02-27 Daniel Paulin , Ajay Jasra , Dan Crisan , Alexandros Beskos

We introduce and study the problem of detecting whether an agent is updating their prior beliefs given new evidence in an optimal way that is Bayesian, or whether they are biased towards their own prior. In our model, biased agents form…

Computer Science and Game Theory · Computer Science 2024-10-31 Yiling Chen , Tao Lin , Ariel D. Procaccia , Aaditya Ramdas , Itai Shapira

We study a general class of Principal-Agent problems in continuous time under hidden action. By formulating the model as a coupled stochastic optimal control problem we are able to find a set of necessary conditions characterizing optimal…

Optimization and Control · Mathematics 2014-11-27 Boualem Djehiche , Peter Helgesson

This study presents a Bayesian maximum \textit{a~posteriori} (MAP) framework for dynamical system identification from time-series data. This is shown to be equivalent to a generalized Tikhonov regularization, providing a rational…

Methodology · Statistics 2024-08-29 Robert K. Niven , Laurent Cordier , Ali Mohammad-Djafari , Markus Abel , Markus Quade

This paper discusses a general framework for designing robust state estimators for a class of discrete-time nonlinear systems. We consider systems that may be impacted by impulsive (sparse but otherwise arbitrary) measurement noise…

Optimization and Control · Mathematics 2026-05-13 Laurent Bako , Madiha Nadri , Vincent Andrieu , Qinghua Zhang

In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…

Dynamical Systems · Mathematics 2021-09-15 Ying-Cheng Lai

Trajectory optimization of sensing robots to actively gather information of targets has received much attention in the past. It is well-known that under the assumption of linear Gaussian target dynamics and sensor models the stochastic…

Robotics · Computer Science 2021-09-21 Jennifer Wakulicz , He Kong , Salah Sukkarieh

An informative measurement is the most efficient way to gain information about an unknown state. We present a first-principles derivation of a general-purpose dynamic programming algorithm that returns an optimal sequence of informative…

Machine Learning · Computer Science 2023-02-01 Peter N. Loxley , Ka-Wai Cheung

A high-ranking goal of interdisciplinary modeling approaches in the natural sciences are quantitative prediction of system dynamics and model based optimization. For this purpose, mathematical modeling, numerical simulation and scientific…

Optimization and Control · Mathematics 2015-03-17 Dominik Skanda , Dirk Lebiedz

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

We study the problem of matching agents who arrive at a marketplace over time and leave after d time periods. Agents can only be matched while they are present in the marketplace. Each pair of agents can yield a different match value, and…

Data Structures and Algorithms · Computer Science 2018-03-06 Itai Ashlagi , Maximilien Burq , Patrick Jaillet , Amin Saberi

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Semi-supervised and unsupervised systems provide operators with invaluable support and can tremendously reduce the operators load. In the light of the necessity to process large volumes of video data and provide autonomous decisions, this…

Machine Learning · Statistics 2017-09-20 Olga Isupova , Danil Kuzin , Lyudmila Mihaylova

Maximum likelihood constraint inference is a powerful technique for identifying unmodeled constraints that affect the behavior of a demonstrator acting under a known objective function. However, it was originally formulated only for…

Robotics · Computer Science 2021-09-13 Kaylene C. Stocking , David L. McPherson , Robert P. Matthew , Claire J. Tomlin

Efficient exploration is an unsolved problem in Reinforcement Learning which is usually addressed by reactively rewarding the agent for fortuitously encountering novel situations. This paper introduces an efficient active exploration…

Machine Learning · Computer Science 2019-06-17 Pranav Shyam , Wojciech Jaśkowski , Faustino Gomez

In model-based learning, an agent's model is commonly defined over transitions between consecutive states of an environment even though planning often requires reasoning over multi-step timescales, with intermediate states either…

Machine Learning · Computer Science 2020-10-06 Alexey Zakharov , Matthew Crosby , Zafeirios Fountas

The hidden-action model captures a fundamental problem of principal-agent theory and provides an optimal sharing rule when only the outcome but not the effort can be observed. However, the hidden-action model builds on various explicit and…

General Economics · Economics 2020-04-15 Stephan Leitner , Friederike Wall

In open agent systems, the set of agents that are cooperating or competing changes over time and in ways that are nontrivial to predict. For example, if collaborative robots were tasked with fighting wildfires, they may run out of…

Multiagent Systems · Computer Science 2019-11-21 Adam Eck , Maulik Shah , Prashant Doshi , Leen-Kiat Soh