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In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

Attempts from different disciplines to provide a fundamental understanding of deep learning have advanced rapidly in recent years, yet a unified framework remains relatively limited. In this article, we provide one possible way to align…

Machine Learning · Computer Science 2019-10-01 Guan-Horng Liu , Evangelos A. Theodorou

This paper demonstrates many immediate connections between adaptive control and optimization methods commonly employed in machine learning. Starting from common output error formulations, similarities in update law modifications are…

Optimization and Control · Mathematics 2020-04-17 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender , Eugene Lavretsky

Control theory of dynamical systems offers a powerful framework for tackling challenges in deep neural networks and other machine learning architectures. We show that concepts such as simultaneous and ensemble controllability offer new…

Optimization and Control · Mathematics 2025-12-19 Enrique Zuazua

The connection between control algorithms for Markov decision processes and optimization algorithms has been implicitly and explicitly exploited since the introduction of dynamic programming algorithm by Bellman in the 1950s. Recently, this…

Optimization and Control · Mathematics 2025-12-09 Tolga Ok , Arman Sharifi Kolarijani , Mohamad Amin Sharif Kolarijani , Peyman Mohajerin Esfahani

Stochastic optimal control and games have a wide range of applications, from finance and economics to social sciences, robotics, and energy management. Many real-world applications involve complex models that have driven the development of…

Optimization and Control · Mathematics 2024-03-12 Ruimeng Hu , Mathieu Laurière

The development of quantum technologies relies on creating and manipulating quantum systems of increasing complexity, with key applications in computation, simulation, and sensing. This poses severe challenges in efficient control,…

Quantum Physics · Physics 2025-09-09 Hailan Ma , Bo Qi , Ian R. Petersen , Re-Bing Wu , Herschel Rabitz , Daoyi Dong

The goal of this manuscript is to conduct a controltheoretic analysis of Temporal Difference (TD) learning algorithms. TD-learning serves as a cornerstone in the realm of reinforcement learning, offering a methodology for approximating the…

Artificial Intelligence · Computer Science 2023-09-12 Donghwan Lee , Do Wan Kim

Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…

Machine and reinforcement learning (RL) are increasingly being applied to plan and control the behavior of autonomous systems interacting with the physical world. Examples include self-driving vehicles, distributed sensor networks, and…

Optimization and Control · Mathematics 2019-09-24 Nikolai Matni , Alexandre Proutiere , Anders Rantzer , Stephen Tu

We devise a control-theoretic reinforcement learning approach to support direct learning of the optimal policy. We establish various theoretical properties of our approach, such as convergence and optimality of our analog of the Bellman…

Machine Learning · Computer Science 2026-04-01 Weiqin Chen , Mark S. Squillante , Chai Wah Wu , Santiago Paternain

Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive…

Optimization and Control · Mathematics 2022-07-21 Weinan E , Jiequn Han , Jihao Long

Machine learning is at the heart of managing the real-world problems associated with massive data. With the success of neural networks on such large-scale problems, more research in machine learning is being conducted now than ever before.…

Machine Learning · Computer Science 2026-02-23 Ryan O'Dowd

Machine learning is a field which studies how machines can alter and adapt their behavior, improving their actions according to the information they are given. This field is subdivided into multiple areas, among which the best known are…

Machine Learning · Computer Science 2018-12-06 David Charte , Francisco Charte , Salvador García , Francisco Herrera

The framework of reinforcement learning or optimal control provides a mathematical formalization of intelligent decision making that is powerful and broadly applicable. While the general form of the reinforcement learning problem enables…

Machine Learning · Computer Science 2018-05-22 Sergey Levine

In this thesis, we consider two simple but typical control problems and apply deep reinforcement learning to them, i.e., to cool and control a particle which is subject to continuous position measurement in a one-dimensional quadratic…

Quantum Physics · Physics 2022-12-15 Zhikang Wang

Meta-learning is a branch of machine learning which aims to quickly adapt models, such as neural networks, to perform new tasks by learning an underlying structure across related tasks. In essence, models are being trained to learn new…

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

This tutorial survey provides an overview of recent non-asymptotic advances in statistical learning theory as relevant to control and system identification. While there has been substantial progress across all areas of control, the theory…

Systems and Control · Electrical Eng. & Systems 2023-04-28 Anastasios Tsiamis , Ingvar Ziemann , Nikolai Matni , George J. Pappas

Deep Model Predictive Control (Deep MPC) is an evolving field that integrates model predictive control and deep learning. This manuscript is focused on a particular approach, which employs deep neural network in the loop with MPC. This…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Prabhat K. Mishra , Mateus V. Gasparino , Girish Chowdhary
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