English
Related papers

Related papers: Physics-informed neural networks via stochastic Ha…

200 papers

In this paper we present a general framework that allows one to study discretization of certain dynamical systems. This generalizes earlier work on discretization of Lagrangian and Hamiltonian systems on tangent bundles and cotangent…

Dynamical Systems · Mathematics 2007-05-23 Vincent M. Guibout , Anthony M. Bloch

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

Optimization and Control · Mathematics 2026-04-08 Louis Shuo Wang

In this paper, the Pontryagin-type maximum principle for optimal control of quantum stochastic systems in fermion fields is obtained. These systems have gained significant prominence in numerous quantum applications ranging from physical…

Optimization and Control · Mathematics 2024-06-13 Penghui Wang , Shan Wang

This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…

Optimization and Control · Mathematics 2026-05-11 Manfred Opper , Sebastian Reich

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

Neural networks that synergistically integrate data and physical laws offer great promise in modeling dynamical systems. However, iterative gradient-based optimization of network parameters is often computationally expensive and suffers…

Machine Learning · Computer Science 2026-04-16 Atamert Rahma , Chinmay Datar , Felix Dietrich

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

Optimization and Control · Mathematics 2018-06-26 Beatrice Acciaio , Julio Backhoff-Veraguas , Rene Carmona

Feedback controllers for port-Hamiltonian systems reveal an intrinsic inverse optimality property since each passivating state feedback controller is optimal with respect to some specific performance index. Due to the nonlinear…

Optimization and Control · Mathematics 2020-07-20 Lukas Kölsch , Pol Jané Soneira , Felix Strehle , Sören Hohmann

This paper highlights a parallel between the forward backward sweeping method for optimal control and deep learning training procedures. We reformulate a classical optimal control problem, constrained by a differential equation system, into…

Optimization and Control · Mathematics 2025-04-23 Wenjing Zhang , Wandi Ding , Huaiping Zhu

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a…

Statistical Mechanics · Physics 2024-06-19 Jiawei Yan , Grant M. Rotskoff

A key capability of intelligent agents is operating under partial observability: reasoning and acting effectively despite missing or incomplete state observations. While recurrent (memory-based) policies learned via reinforcement learning…

Machine Learning · Computer Science 2026-05-12 David Leeftink , Max Hinne , Marcel van Gerven

This article investigates the modeling and control of Lagrangian systems involving non-conservative forces using a hybrid method that does not require acceleration calculations. It focuses in particular on the derivation and identification…

Systems and Control · Electrical Eng. & Systems 2025-12-03 Ibrahim Laiche , Mokrane Boudaoud , Patrick Gallinari , Pascal Morin

This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forward-backward stochastic differential equation with…

Optimization and Control · Mathematics 2017-08-21 Qingxin Meng , Qiuhong Shi , Maoning Tang

Physics-informed neural networks exploit the existing models of the underlying physical systems to generate higher accuracy results with fewer data. Such approaches can help drastically reduce the computation time and generate a good…

Systems and Control · Electrical Eng. & Systems 2021-09-28 Rahul Nellikkath , Spyros Chatzivasileiadis

Even though neural networks enjoy widespread use, they still struggle to learn the basic laws of physics. How might we endow them with better inductive biases? In this paper, we draw inspiration from Hamiltonian mechanics to train models…

Neural and Evolutionary Computing · Computer Science 2019-09-06 Sam Greydanus , Misko Dzamba , Jason Yosinski

Based on Pontryagin Maximum Principle (PMP), this paper established a generalized PMP aiming at non-feedback control system with stochastic initial conditions. We proved the conclusion and show its coming back to PMP when the randomness…

Optimization and Control · Mathematics 2015-05-05 Yuanzun Zhao

Artificial neural networks often struggle with catastrophic forgetting when learning multiple tasks sequentially, as training on new tasks degrades the performance on previously learned tasks. Recent theoretical work has addressed this…

Machine Learning · Computer Science 2025-09-10 Francesco Mori , Stefano Sarao Mannelli , Francesca Mignacco

This paper gives an introduction to \textit{Cognidynamics}, that is to the dynamics of cognitive systems driven by optimal objectives imposed over time when they interact either with a defined virtual or with a real-world environment. The…

Neurons and Cognition · Quantitative Biology 2024-08-26 Marco Gori
‹ Prev 1 3 4 5 6 7 10 Next ›