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Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…

Optimization and Control · Mathematics 2025-09-23 Liam Hallinan , Ioannis Lestas

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

Multi-robot cooperative control has gained extensive research interest due to its wide applications in civil, security, and military domains. This paper proposes a cooperative control algorithm for multi-robot systems with general linear…

Systems and Control · Electrical Eng. & Systems 2023-02-06 Yi Dong , Zhongguo Li , Xingyu Zhao , Zhengtao Ding , Xiaowei Huang

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

Neural networks have been increasingly employed in Model Predictive Controller (MPC) to control nonlinear dynamic systems. However, MPC still poses a problem that an achievable update rate is insufficient to cope with model uncertainty and…

Robotics · Computer Science 2022-07-15 Taekyung Kim , Hojin Lee , Seongil Hong , Wonsuk Lee

Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…

Systems and Control · Computer Science 2019-05-08 Wen Dong , Bo Liu , Fan Yang

This work considers artificial feed-forward neural networks as parametric approximators in optimal control of discrete-time systems. Two different approaches are introduced to take polytopic input constraints into account. The first…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Lukas Markolf , Olaf Stursberg

The optimization of physical parameters serves various purposes, such as system identification and efficiency in developing devices. Spin-torque oscillators have been applied to neuromorphic computing experimentally and theoretically, but…

Mesoscale and Nanoscale Physics · Physics 2024-09-17 Yusuke Imai , Shuhong Liu , Nozomi Akashi , Kohei Nakajima

In this work we present a general machine learning based scheme to optimize experimental control. The method utilizes the neural network to learn the relation between the control parameters and the control goal, with which the optimal…

Quantum Gases · Physics 2020-11-03 Yadong Wu , Zengming Meng , Kai Wen , Chengdong Mi , Jing Zhang , Hui Zhai

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

Optimization and Control · Mathematics 2026-03-06 Bastien Berret , Frédéric Jean

The study of population dynamics originated with early sociological works but has since extended into many fields, including biology, epidemiology, evolutionary game theory, and economics. Most studies on population dynamics focus on the…

Machine Learning · Computer Science 2024-06-07 Noah Golowich , Elad Hazan , Zhou Lu , Dhruv Rohatgi , Y. Jennifer Sun

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

Motivated by the fact that intelligent traffic control systems have become inevitable demand to cope with the risk of traffic congestion in urban areas, this paper develops a distributed control strategy for urban traffic networks. Since…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Viet Hoang Pham , Kazunori Sakurama , Shaoshuai Mou , Hyo-Sung Ahn

A common theme in all the above areas is designing a dynamical system to accomplish desired objectives, possibly in some predefined optimal way. Since control theory advances the idea of suitably modifying the behavior of a dynamical…

Optimization and Control · Mathematics 2024-07-03 Revati Gunjal , Syed Shadab Nayyer , Sushama Wagh , Navdeep Singh

The aim of this paper is to explain how parameters adjustments can be integrated in the design or the control of automates of trading. Typically, we are interested by the online estimation of the market impacts generated by robots or single…

Computational Finance · Quantitative Finance 2017-12-06 N Baradel , B Bouchard , Ngoc Minh Dang

Traffic control is at the core of research in transportation engineering because it is one of the best practices for reducing traffic congestion. It has been shown in recent years that the traffic control problem involving…

Optimization and Control · Mathematics 2021-05-10 Hao Liu , Christian Claudel , Randy Machemehl
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