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Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

We establish the dual notions of scaling and saturation from geometric control theory in an infinite-dimensional setting. This generalization is applied to the low-mode control problem in a number of concrete nonlinear partial differential…

Probability · Mathematics 2018-09-21 Nathan E. Glatt-Holtz , David P. Herzog , Jonathan C. Mattingly

In this thesis, we consider two simple but typical control problems and apply deep reinforcement learning to them, i.e., to cool and control a particle which is subject to continuous position measurement in a one-dimensional quadratic…

Quantum Physics · Physics 2022-12-15 Zhikang Wang

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…

Machine Learning · Computer Science 2023-10-25 Zenin Easa Panthakkalakath , Juraj Kardoš , Olaf Schenk

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

Mathematical and computational tools have proven to be reliable in decision-making processes. In recent times, in particular, machine learning-based methods are becoming increasingly popular as advanced support tools. When dealing with…

Optimization and Control · Mathematics 2024-02-23 Christina Schenk , Aditya Vasudevan , Maciej Haranczyk , Ignacio Romero

Many real world stochastic control problems suffer from the "curse of dimensionality". To overcome this difficulty, we develop a deep learning approach that directly solves high-dimensional stochastic control problems based on Monte-Carlo…

Machine Learning · Computer Science 2016-11-23 Jiequn Han , Weinan E

Reinforcement learning has shown strong performance in robotic manipulation, but learned policies often degrade in performance when test conditions differ from the training distribution. This limitation is especially important in…

Robotics · Computer Science 2026-04-02 Shaifalee Saxena , Rafael Fierro , Alexander Scheinker

Control of distributed parameter systems affected by delays is a challenging task, particularly when the delays depend on spatial variables. The idea of integrating analytical control theory with learning-based control within a unified…

Artificial Intelligence · Computer Science 2025-01-31 Jiaqi Hu , Jie Qi , Jing Zhang

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…

Machine Learning · Computer Science 2023-11-08 Firas Al-Hafez , Guoping Zhao , Jan Peters , Davide Tateo

Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…

Probability · Mathematics 2022-07-12 Ziheng Wang , Justin Sirignano

The modeling and control of single-phase flow systems governed by Partial Differential Equations (PDEs) present challenges, especially under transient conditions. In this work, we extend the Physics-Informed Neural Nets for Control (PINC)…

Machine Learning · Computer Science 2025-06-09 Luis Kin Miyatake , Eduardo Camponogara , Eric Aislan Antonelo , Alexey Pavlov

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 order to collaborate efficiently with unknown partners in cooperative control settings, adaptation of the partners based on online experience is required. The rather general and widely applicable control setting, where each cooperation…

Multiagent Systems · Computer Science 2019-10-30 Florian Köpf , Samuel Tesfazgi , Michael Flad , Sören Hohmann

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

We present an online model-based reinforcement learning algorithm suitable for controlling complex robotic systems directly in the real world. Unlike prevailing sim-to-real pipelines that rely on extensive offline simulation and model-free…

Robotics · Computer Science 2026-05-07 Fang Nan , Hao Ma , Qinghua Guan , Josie Hughes , Michael Muehlebach , Marco Hutter