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Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

Computational Finance · Quantitative Finance 2023-01-16 Pierre Bras , Gilles Pagès

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by Partial Differential Equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

Systems and Control · Computer Science 2017-07-12 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

This paper details a methodology to transcribe an optimal control problem into a nonlinear program for generation of the trajectories that optimize a given functional by approximating only the highest order derivatives of a given system's…

Optimization and Control · Mathematics 2025-09-09 Thomas L. Ahrens , Ian M. Down , Manoranjan Majji

Neglecting complex aerodynamic effects hinders high-speed yet high-precision multirotor autonomy. In this paper, we present a computationally efficient learning-based model predictive controller that simultaneously optimizes a trajectory…

Robotics · Computer Science 2024-02-19 Babak Akbari , Melissa Greeff

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

Systems and Control · Computer Science 2018-05-07 Matthew Tsao , Ramon Iglesias , Marco Pavone

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

Many existing region-of-attraction (ROA) analysis tools find difficulty in addressing feedback systems with large-scale neural network (NN) policies and/or high-dimensional sensing modalities such as cameras. In this paper, we tailor the…

Optimization and Control · Mathematics 2022-01-04 Aaron Havens , Darioush Keivan , Peter Seiler , Geir Dullerud , Bin Hu

The goal of robust motion planning consists of designing open-loop controls which optimally steer a system to a specific target region while mitigating uncertainties and disturbances which affect the dynamics. Recently, stochastic optimal…

Optimization and Control · Mathematics 2023-03-03 Clara Leparoux , Riccardo Bonalli , Bruno Hérissé , Frédéric Jean

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Ethan King , Jan Drgona , Aaron Tuor , Shrirang Abhyankar , Craig Bakker , Arnab Bhattacharya , Draguna Vrabie

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

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

With the advancement of data-driven techniques, addressing continuous con-trol challenges has become more efficient. However, the reliance of these methods on historical data introduces the potential for unexpected decisions in novel…

Robotics · Computer Science 2023-10-23 Xi Xiong , Lu Liu

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

Controlling nonlinear dynamics is a long-standing problem in engineering. Harnessing known physical information to accelerate or constrain stochastic learning pursues a new paradigm of scientific machine learning. By linearizing nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Hanfeng Zhai , Timothy Sands

This paper presents a computationally efficient optimization algorithm for solving nonconvex optimal control problems that involve discrete logic constraints. Traditional solution methods for these constraints require binary variables and…

Optimization and Control · Mathematics 2021-07-16 Danylo Malyuta , Behcet Acikmese

The sparsity of reward feedback remains a challenging problem in online deep reinforcement learning (DRL). Previous approaches have utilized offline demonstrations to achieve impressive results in multiple hard tasks. However, these…

Machine Learning · Computer Science 2024-10-28 Guojian Wang , Faguo Wu , Xiao Zhang , Tianyuan Chen

Autonomous landing on sloped terrain poses significant challenges for small, lightweight spacecraft, such as rotorcraft and landers. These vehicles have limited processing capability and payload capacity, which makes advanced deep learning…

Robotics · Computer Science 2025-12-05 Hann Woei Ho , Ye Zhou

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto
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