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In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…

Dynamical Systems · Mathematics 2014-09-12 Getachew K. Befekadu , Panos J. Antsaklis

In this paper, we study the sensitivity of discrete-time dynamic programs with nonlinear dynamics and objective to perturbations in the initial conditions and reference parameters. Under uniform controllability and boundedness assumptions…

Numerical Analysis · Mathematics 2019-12-17 Sen Na , Mihai Anitescu

In this paper we introduce the notion of sc-action functionals and their sc-gradient flow lines. Our approach is inspired by Floer's unregularized gradient flow. The main result of this paper is that under a Morse condition sc-gradient flow…

Symplectic Geometry · Mathematics 2013-11-05 Peter Albers , Urs Frauenfelder

We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the…

Machine Learning · Statistics 2022-07-26 Atsushi Nitanda , Taiji Suzuki

Improving adversarial robustness of neural networks remains a major challenge. Fundamentally, training a neural network via gradient descent is a parameter estimation problem. In adaptive control, maintaining persistency of excitation (PoE)…

Machine Learning · Statistics 2021-10-18 Kaustubh Sridhar , Oleg Sokolsky , Insup Lee , James Weimer

The exponential decay rate of the semigroup $S(t)=e^{t\mathbb{A}}$ generated by the abstract damped wave equation $$\ddot u + 2f(A) \dot u +A u=0 $$ is here addressed, where $A$ is a strictly positive operator. The continuous function $f$,…

Analysis of PDEs · Mathematics 2023-04-13 Filippo Dell'Oro , Lorenzo Liverani , Vittorino Pata

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

Deep reinforcement learning approaches are becoming appealing for the design of nonlinear controllers for voltage control problems, but the lack of stability guarantees hinders their deployment in real-world scenarios. This paper constructs…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Jie Feng , Wenqi Cui , Jorge Cortés , Yuanyuan Shi

Exponential stability of the second order linear delay differential equation in $x$ and $u$-control $$ \ddot{x}(t)+a_1(t)\dot{x}(h_1(t))+a_2(t)x(h_2(t))+a_3(t)u(h_3(t))=0 $$ is studied, where indirect feedback control…

Dynamical Systems · Mathematics 2022-06-14 Leonid Berezansky , Elena Braverman

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

Machine Learning · Computer Science 2026-03-02 Sacchit Kale , Piyushi Manupriya , Pierre Marion , Francis Bach , Anant Raj

In this research we consider linear time-invariant plants and assume that the regressor finite excitation requirement is met. In such case, a new law to adjust the controller parameters, which ensures the exponential stability of the…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Anton Glushchenko , Kostantin Lastochkin , Vladislav Petrov

We consider the problem of modulation and estimation of a random parameter $U$ to be conveyed across a discrete memoryless channel. Upper and lower bounds are derived for the best achievable exponential decay rate of a general moment of the…

Information Theory · Computer Science 2016-11-17 Neri Merhav

In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…

Machine Learning · Statistics 2021-08-09 Margalit Glasgow , Mary Wootters

Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow.…

Optimization and Control · Mathematics 2020-06-16 Mohammad Farazmand

We study a wave equation in one space dimension with a general diffusion coefficient which degenerates on part of the boundary. Degeneracy is measured by a real parameter $\mu_a>0$. We establish observability inequalities for weakly (when…

Analysis of PDEs · Mathematics 2017-08-15 Fatiha Alabau-Boussouira , Piermarco Cannarsa , Günter Leugering

The convergence properties of adaptive systems in terms of excitation conditions on the regressor vector are well known. With persistent excitation of the regressor vector in model reference adaptive control the state error and the…

Optimization and Control · Mathematics 2015-11-11 Benjamin M. Jenkins , Anuradha M. Annaswamy , Eugene Lavretsky , Travis E. Gibson

We study the statistical properties of the iterates generated by gradient descent, applied to the fundamental problem of least squares regression. We take a continuous-time view, i.e., consider infinitesimal step sizes in gradient descent,…

Machine Learning · Statistics 2019-02-26 Alnur Ali , J. Zico Kolter , Ryan J. Tibshirani

We examine a steepest energy descent flow with obstacle constraint in higher order energy frameworks where the maximum principle is not available. We construct the flow under general assumptions using De Giorgi's minimizing movement scheme.…

Analysis of PDEs · Mathematics 2019-03-04 Marius Müller

Recent work on data-driven control and reinforcement learning has renewed interest in a relative old field in control theory: model-free optimal control approaches which work directly with a cost function and do not rely upon perfect…

Optimization and Control · Mathematics 2021-08-31 Eduardo D. Sontag