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We present a novel machine learning framework for the optimal control of fluid restless multi-armed bandit problems (FRMABPs) with state equations that are either affine or quadratic in the state variables. By establishing fundamental…

Machine Learning · Computer Science 2026-05-08 Dimitris Bertsimas , Cheol Woo Kim , José Niño-Mora

Co-optimizing safety and performance in large-scale multi-agent systems remains a fundamental challenge. Existing approaches based on multi-agent reinforcement learning (MARL), safety filtering, or Model Predictive Control (MPC) either lack…

Robotics · Computer Science 2025-09-30 Manan Tayal , Aditya Singh , Shishir Kolathaya , Somil Bansal

Emerging reinforcement learning techniques using deep neural networks have shown great promise in control optimization. They harness non-local regularities of noisy control trajectories and facilitate transfer learning between tasks. To…

Quantum Physics · Physics 2018-04-17 Murphy Yuezhen Niu , Sergio Boixo , Vadim Smelyanskiy , Hartmut Neven

Two key challenges in optimal control include efficiently solving high-dimensional problems and handling optimal control problems with state-dependent running costs. In this paper, we consider a class of optimal control problems whose…

Optimization and Control · Mathematics 2023-05-16 Paula Chen , Jérôme Darbon , Tingwei Meng

This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…

Neural and Evolutionary Computing · Computer Science 2015-07-29 Yury Sokolov , Robert Kozma , Ludmilla D. Werbos , Paul J. Werbos

We consider the problem of controlling the movement of multiple cooperating agents so as to minimize an uncertainty metric associated with a finite number of targets. In a one-dimensional mission space, we adopt an optimal control framework…

Optimization and Control · Mathematics 2016-03-15 Nan Zhou , Xi Yu , Sean B. Andersson , Christos G. Cassandras

This paper, which is the natural continuation of a previous paper by the same authors, studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes…

Optimization and Control · Mathematics 2009-07-10 Salvatore Federico , Ben Goldys , Fausto Gozzi

We consider the problem of designing distributed collision-avoidance multi-agent control in large-scale environments with potentially moving obstacles, where a large number of agents are required to maintain safety using only local…

Systems and Control · Electrical Eng. & Systems 2023-11-23 Songyuan Zhang , Kunal Garg , Chuchu Fan

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

This paper presents a hybrid control framework for the motion planning of a multi-agent system including N robotic agents and M objects, under high level goals. In particular, we design control protocols that allow the transition of the…

Systems and Control · Computer Science 2017-03-28 Christos Verginis , Dimos Dimarogonas

In this paper, we mainly focus on solving high-dimensional stochastic Hamiltonian systems with boundary condition, which is essentially a Forward Backward Stochastic Differential Equation (FBSDE in short), and propose a novel method from…

Optimization and Control · Mathematics 2021-12-13 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

Optimal and safety-critical control are fundamental problems for stochastic systems, and are widely considered in real-world scenarios such as robotic manipulation and autonomous driving. In this paper, we consider the problem of…

Systems and Control · Electrical Eng. & Systems 2024-05-10 Zhuoyuan Wang , Reece Keller , Xiyu Deng , Kenta Hoshino , Takashi Tanaka , Yorie Nakahira

Solving high-dimensional optimal control problems in real-time is an important but challenging problem, with applications to multi-agent path planning problems, which have drawn increased attention given the growing popularity of drones in…

Optimization and Control · Mathematics 2022-01-17 Tingwei Meng , Zhen Zhang , Jérôme Darbon , George Em Karniadakis

In this paper, we first establish the dynamic programming principle for stochastic optimal control problems defined on compact Riemannian manifolds without boundary. Subsequently, we derive the associated Hamilton-Jacobi-Bellman (HJB)…

Optimization and Control · Mathematics 2025-07-03 Dingqian Gao , Qi Lü

In this paper we study the optimal formation control of multiple agents whose interaction parameters are adjusted upon a cost function consisting of both the control energy and the geometrical performance. By optimizing the interaction…

Systems and Control · Computer Science 2015-03-17 Huang Huang , Changbin Yu

Optimization problems over dynamic networks have been extensively studied and widely used in the past decades to formulate numerous real-world problems. However, (1) traditional optimization-based approaches do not scale to large networks,…

Machine Learning · Computer Science 2023-05-17 Daniele Gammelli , James Harrison , Kaidi Yang , Marco Pavone , Filipe Rodrigues , Francisco C. Pereira

We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…

Optimization and Control · Mathematics 2021-08-18 Yongxin Chen

This paper addresses the problem of navigation control of a general class of uncertain nonlinear multi-agent systems in a bounded workspace of $\mathbb{R}^n$ with static obstacles. In particular, we propose a decentralized control protocol…

Systems and Control · Computer Science 2019-09-05 Alexandros Filotheou , Alexandros Nikou , Dimos V. Dimarogonas

This paper aims to explore the relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients. Under certain regular conditions for the coefficients, the…

Optimization and Control · Mathematics 2020-12-10 Yuchao Dong , Qingxin Meng , Qi Zhang