Related papers: A gradient flow equation for optimal control probl…
This study focuses on a Wasserstein-type gradient flow, which represents an optimization process of a continuous model of a Deep Neural Network (DNN). First, we establish the existence of a minimizer for an average loss of the model under…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
In [8], the gradient conjecture of R. Thom was proven for gradient flows of analytic functions on Rn. This result means that the secant at a limit point converges, so that the flow cannot spiral forever. Once the trajectory becomes…
We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…
We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…
We study the asymptotic convergence of solutions as $t\rightarrow\infty$ of $\partial_t u=-f(u)+\int f(u)$, a nonlocal differential equation that is formally a gradient flow in a constant-mass subspace of $L^2$ arising from simplified…
The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…
We consider gradient flow/gradient descent and heavy ball/accelerated gradient descent optimization for convex objective functions. In the gradient flow case, we prove the following: 1. If $f$ does not have a minimizer, the convergence…
We approximate functionals depending on the gradient of $u$ and on the behaviour of $u$ near the discontinuity points, by families of non-local functionals where the gradient is replaced by finite differences. We prove pointwise…
Let $T>0$ fixed. We consider the optimal control problem for analytic affine systems: $\ds{\dot{x}=f\_0(x)+\sum\_{i=1}^m u\_if\_i(x)}$, with a cost of the form: $\ds{C(u)=\int\_0^T \sum\_{i=1}^m u\_i^2(t)dt}$. For this kind of systems we…
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…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…
This work proposes an optimal safe controller minimizing an infinite horizon cost functional subject to control barrier functions (CBFs) safety conditions. The constrained optimal control problem is reformulated as a minimization problem of…
A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic…
We study gradient flows for loss landscapes of fully connected feedforward neural networks with commonly used continuously differentiable activation functions such as the logistic, hyperbolic tangent, softplus or GELU function. We prove…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
The aim of this work is to study the optimal control problems of flows governed by the incompressible third grade fluid equations with Navier-slip boundary conditions. After recalling a result on the well-posedness of the state equations,…
We study a continuous-time dynamical system which arises as the limit of a broad class of nonlinearly preconditioned gradient methods. Under mild assumptions, we establish existence of global solutions and derive Lyapunov-based convergence…