English
Related papers

Related papers: A Neural Network Approach for High-Dimensional Opt…

200 papers

Neural operator methods have emerged as powerful tools for learning mappings between infinite-dimensional function spaces, yet their potential in optimal control remains largely unexplored. We focus on multi-task control problems, whose…

Machine Learning · Computer Science 2026-04-07 David Sewell , Xingjian Li , Stepan Tretiakov , Krishna Kumar , David Fridovich-Keil

We address the persistent monitoring problem in two-dimensional mission spaces where the objective is to control the trajectories of multiple cooperating agents to minimize an uncertainty metric. In a one-dimensional mission space, we have…

Optimization and Control · Mathematics 2014-04-21 Xuchao Lin , Christos G. Cassandras

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E

In this work, we propose a class of numerical schemes for solving semilinear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We…

Numerical Analysis · Mathematics 2020-02-14 Kazufumi Ito , Christoph Reisinger , Yufei Zhang

This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain…

Optimization and Control · Mathematics 2026-02-17 David Ohlin , Anders Rantzer , Emma Tegling

An optimal guidance law for impact time control with field-of-view constraint is presented. The guidance law is derived by first converting the inequality-constrained nonlinear optimal control problem into an equality-constrained one…

Optimization and Control · Mathematics 2025-03-20 Fangmin Lu , Zheng Chen , Kun Wang

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

This work is concerned with solving neural network-based feedback controllers efficiently for optimal control problems. We first conduct a comparative study of two prevalent approaches: offline supervised learning and online direct policy…

Optimization and Control · Mathematics 2024-04-10 Yue Zhao , Jiequn Han

Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…

Machine Learning · Computer Science 2026-05-11 Minseok Kim , Yeongjong Kim , Namkyeong Cho , Yeoneung Kim

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

Path-planning for autonomous vehicles in threat-laden environments is a fundamental challenge. While traditional optimal control methods can find ideal paths, the computational time is often too slow for real-time decision-making. To solve…

Optimization and Control · Mathematics 2026-04-15 Qiang Le , Yaguang Yang , Isaac E. Weintraub

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

Many real-life applications involve controlling high-dimensional multi-agent systems in real-time. Existing optimal control solvers often suffer from the curse-of-dimensionality and require complete rerunning for each new problem setting.…

Optimization and Control · Mathematics 2026-05-15 Alan John Varghese , Shanqing Liu , Paula Chen , Yaochen Zhu , Jérôme Darbon , George Em Karniadakis

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

Recent developments in autonomous driving and robotics underscore the necessity of safety-critical controllers. Control barrier functions (CBFs) are a popular method for appending safety guarantees to a general control framework, but they…

Robotics · Computer Science 2025-05-21 Matthew Kim , William Sharpless , Hyun Joe Jeong , Sander Tonkens , Somil Bansal , Sylvia Herbert

Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control…

Optimization and Control · Mathematics 2025-07-15 Tobias Ehring , Behzad Azmi , Bernard Haasdonk

In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…

Optimization and Control · Mathematics 2015-06-03 Manan Gandhi

Control of complex systems involves both system identification and controller design. Deep neural networks have proven to be successful in many identification tasks, however, from model-based control perspective, these networks are…

Optimization and Control · Mathematics 2019-02-28 Yize Chen , Yuanyuan Shi , Baosen Zhang