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In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

Optimization and Control · Mathematics 2023-06-23 Gabriel Velho , Jean Auriol , Riccardo Bonalli

We describe in this paper an optimal control strategy for shaping a large-scale swarm of particles using boundary global actuation. This problem arises as a key challenge in many swarm robotics applications, especially when the robots are…

Optimization and Control · Mathematics 2022-01-20 Carlo Sinigaglia , Andrea Manzoni , Francesco Braghin

We study the numerical realisation of optimal consensus control laws for agent-based models. For a nonlinear multi-agent system of Cucker-Smale type, consensus control is cast as a dynamic optimisation problem for which we derive…

Optimization and Control · Mathematics 2018-09-24 Rafael Bailo , Mattia Bongini , José A. Carrillo , Dante Kalise

The aim of this work is to learn models of population dynamics of physical systems that feature stochastic and mean-field effects and that depend on physics parameters. The learned models can act as surrogates of classical numerical models…

Machine Learning · Statistics 2024-10-28 Jules Berman , Tobias Blickhan , Benjamin Peherstorfer

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

This paper considers the problem of reachability analysis of control systems with optimal controllers, as a first step towards verifying the safety and correctness of such systems. Despite their appeal in guaranteeing task satisfaction…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Dylan Le , Joel McCandless , Carlos Varela , Radoslav Ivanov

In this paper, we study the optimal control of a mixed-autonomy platoon driving on a single lane to smooth traffic flow. The platoon consists of autonomous vehicles, whose acceleration is controlled, and human-driven vehicles, whose…

Optimization and Control · Mathematics 2025-08-28 Arwa Alanqary , Alexandre M. Bayen , Xiaoqian Gong , Anish Gollakota , Alexander Keimer , Ashish Pandian

Adaptive control is a classical control method for complex cyber-physical systems, including transportation networks. In this work, we analyze the convergence properties of such methods on exemplar graphs, both theoretically and…

Optimization and Control · Mathematics 2019-06-12 Jean Carpentier , Sebastien Blandin

We consider a class of optimal control problems for measure-valued nonlinear transport equations describing traffic flow problems on networks. The objective isto minimise/maximise macroscopic quantities, such as traffic volume or average…

Optimization and Control · Mathematics 2019-11-11 Simone Cacace , Fabio Camilli , Raul De Maio , Andrea Tosin

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Optimization and Control · Mathematics 2025-06-04 Niklas Baumgarten , David Schneiderhan

Complex networks theory has commonly been used for modelling and understanding the interactions taking place between the elements composing complex systems. More recently, the use of generative models has gained momentum, as they allow…

Physics and Society · Physics 2016-05-19 Massimiliano Zanin , Marco Correia , Pedro A. C. Sousa , Jorge Cruz

It has long been observed that the performance of evolutionary algorithms and other randomized search heuristics can benefit from a non-static choice of the parameters that steer their optimization behavior. Mechanisms that identify…

Neural and Evolutionary Computing · Computer Science 2022-04-18 André Biedenkapp , Nguyen Dang , Martin S. Krejca , Frank Hutter , Carola Doerr

To achieve seamless human-robot interactions, robots need to intimately reason about complex interaction dynamics and future human behaviors within their motion planning process. However, there is a disconnect between state-of-the-art…

Robotics · Computer Science 2020-12-03 Simon Schaefer , Karen Leung , Boris Ivanovic , Marco Pavone

In this paper we extend the adaptive gradient descent (AdaGrad) algorithm to the optimal distributed control of parabolic partial differential equations with uncertain parameters. This stochastic optimization method achieves an improved…

Optimization and Control · Mathematics 2021-10-22 Yanzhao Cao , Somak Das , Hans-Werner van Wyk

In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…

Optimization and Control · Mathematics 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti

We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…

Probability · Mathematics 2017-12-06 N. Baradel , B. Bouchard , Ngoc Minh Dang

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

Extracting physical laws from observation data is a central challenge in many diverse areas of science and engineering. We propose Optimal Control Neural Networks (OCN) to learn the laws of vector fields in dynamical systems, with no…

Dynamical Systems · Mathematics 2023-12-05 Xuping Tian , Baskar Ganapathysubramanian , Hailiang Liu