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We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

Deep learning models are increasingly deployed in safety-critical tasks where predictions must satisfy hard constraints, such as physical laws, fairness requirements, or safety limits. However, standard architectures lack built-in…

Machine Learning · Computer Science 2025-11-26 Gonzalo E. Constante-Flores , Hao Chen , Can Li

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

The aim of this article is to provide a firm mathematical foundation for the application of deep gradient flow methods (DGFMs) for the solution of (high-dimensional) partial differential equations (PDEs). We decompose the generalization…

Numerical Analysis · Mathematics 2026-02-26 Chenguang Liu , Antonis Papapantoleon , Jasper Rou

Denoising is intuitively related to projection. Indeed, under the manifold hypothesis, adding random noise is approximately equivalent to orthogonal perturbation. Hence, learning to denoise is approximately learning to project. In this…

Machine Learning · Computer Science 2024-06-04 Frank Permenter , Chenyang Yuan

The performance of robots in high-level tasks depends on the quality of their lower-level controller, which requires fine-tuning. However, the intrinsically nonlinear dynamics and controllers make tuning a challenging task when it is done…

Robotics · Computer Science 2024-07-12 Sheng Cheng , Minkyung Kim , Lin Song , Chengyu Yang , Yiquan Jin , Shenlong Wang , Naira Hovakimyan

Supervised training of deep neural nets typically relies on minimizing cross-entropy. However, in many domains, we are interested in performing well on metrics specific to the application. In this paper we propose a direct loss minimization…

Machine Learning · Computer Science 2016-06-03 Yang Song , Alexander G. Schwing , Richard S. Zemel , Raquel Urtasun

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

We study the problem of learning the optimal control policy for fine-tuning a given diffusion process, using general value function approximation. We develop a new class of algorithms by solving a variational inequality problem based on the…

Machine Learning · Computer Science 2025-09-03 Wenlong Mou

This paper investigates whether sequence models can learn to perform numerical algorithms, e.g. gradient descent, on the fundamental problem of least squares. Our goal is to inherit two properties of standard algorithms from numerical…

Machine Learning · Computer Science 2025-03-18 Jerry Liu , Jessica Grogan , Owen Dugan , Ashish Rao , Simran Arora , Atri Rudra , Christopher Ré

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto

In this work, we introduce Dissipative SymODEN, a deep learning architecture which can infer the dynamics of a physical system with dissipation from observed state trajectories. To improve prediction accuracy while reducing network size,…

Machine Learning · Computer Science 2020-05-01 Yaofeng Desmond Zhong , Biswadip Dey , Amit Chakraborty

This work presents a novel algorithm for progressively adapting neural network architecture along the depth. In particular, we attempt to address the following questions in a mathematically principled way: i) Where to add a new capacity…

Machine Learning · Computer Science 2026-03-03 C G Krishnanunni , Tan Bui-Thanh , Clint Dawson

This paper proposes a new control framework for manipulating soft objects. A Deep Reinforcement Learning (DRL) approach is used to make the shape of a deformable object reach a set of desired points by controlling a robotic arm which…

In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…

Probability · Mathematics 2019-10-07 Kaitong Hu , Anna Kazeykina , Zhenjie Ren

Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback…

Machine Learning · Computer Science 2017-03-21 Peeyush Kumar , Wolf Kohn , Zelda B. Zabinsky

In this paper, we derive a neural network architecture based on an analytical formulation of the parallel-to-fan beam conversion problem following the concept of precision learning. The network allows to learn the unknown operators in this…

Computer Vision and Pattern Recognition · Computer Science 2018-10-24 Christopher Syben , Bernhard Stimpel , Jonathan Lommen , Tobias Würfl , Arnd Dörfler , Andreas Maier

In this paper, a novel approach is proposed for learning robot control in contact-rich tasks such as wiping, by developing Diffusion Contact Model (DCM). Previous methods of learning such tasks relied on impedance control with time-varying…

Robotics · Computer Science 2024-03-21 Masashi Okada , Mayumi Komatsu , Tadahiro Taniguchi

The ability to learn and adapt in real time is a central feature of biological systems. Neuromorphic architectures demonstrating such versatility can greatly enhance our ability to efficiently process information at the edge. A key…

Machine Learning · Computer Science 2019-11-12 Sandeep Madireddy , Angel Yanguas-Gil , Prasanna Balaprakash