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Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…

Optimization and Control · Mathematics 2025-09-10 Jingfan Xia , Zhenwei Lin , Qi Deng

Dynamic constrained optimization problems (DCOPs) have gained researchers attention in recent years because a vast majority of real world problems change over time. There are studies about the effect of constrained handling techniques in…

Neural and Evolutionary Computing · Computer Science 2018-02-19 Maria-Yaneli Ameca-Alducin , Maryam Hasani-Shoreh , Wilson Blaikie , Frank Neumann , Efren Mezura-Montes

A central question in robotics is how to design a control system for an agile mobile robot. This paper studies this question systematically, focusing on a challenging setting: autonomous drone racing. We show that a neural network…

Robotics · Computer Science 2023-10-19 Yunlong Song , Angel Romero , Matthias Mueller , Vladlen Koltun , Davide Scaramuzza

In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…

Robotics · Computer Science 2015-10-28 Edward Schmerling , Lucas Janson , Marco Pavone

In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…

Machine Learning · Computer Science 2024-02-23 Zhenghai Xue , Qingpeng Cai , Shuchang Liu , Dong Zheng , Peng Jiang , Kun Gai , Bo An

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

Optimization and Control · Mathematics 2021-12-20 Xin Qu , Wei Bian

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints…

Optimization and Control · Mathematics 2024-09-17 Zedong Peng , Albert Lee , David E. Bernal Neira

Model-free deep reinforcement learning (DRL) methods suffer from poor sample efficiency. To overcome this limitation, this work introduces an adaptive reduced-order-model (ROM)-based reinforcement learning framework for active flow control.…

Machine Learning · Computer Science 2026-04-08 Zesheng Yao , Zhen-Hua Wan , Canjun Yang , Qingchao Xia , Mengqi Zhang

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

Diagrammatic Teaching is a paradigm for robots to acquire novel skills, whereby the user provides 2D sketches over images of the scene to shape the robot's motion. In this work, we tackle the problem of teaching a robot to approach a…

Robotics · Computer Science 2024-04-02 Weiming Zhi , Tianyi Zhang , Matthew Johnson-Roberson

In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…

Dynamical Systems · Mathematics 2021-01-22 Ci Chen , Lihua Xie , Yi Jiang , Kan Xie , Shengli Xie

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

Over the last 20 years significant effort has been dedicated to the development of sampling-based motion planning algorithms such as the Rapidly-exploring Random Trees (RRT) and its asymptotically optimal version (e.g. RRT*). However,…

Robotics · Computer Science 2014-05-13 Georgios Papadopoulos , Hanna Kurniawati , Nicholas M. Patrikalakis

Emerging vehicular systems with increasing proportions of automated components present opportunities for optimal control to mitigate congestion and increase efficiency. There has been a recent interest in applying deep reinforcement…

Artificial Intelligence · Computer Science 2022-08-02 Zhongxia Yan , Abdul Rahman Kreidieh , Eugene Vinitsky , Alexandre M. Bayen , Cathy Wu

Continuous monitoring and real-time control of high-dimensional distributed systems are often crucial in applications to ensure a desired physical behavior, without degrading stability and system performances. Traditional feedback control…

Optimization and Control · Mathematics 2024-12-16 Matteo Tomasetto , Francesco Braghin , Andrea Manzoni

Diffusion policies are a powerful paradigm for robotic control, but fine-tuning them with human preferences is fundamentally challenged by the multi-step structure of the denoising process. To overcome this, we introduce a Unified Markov…

Robotics · Computer Science 2026-02-03 Amitesh Vatsa , Zhixian Xie , Wanxin Jin

The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…

Computational Finance · Quantitative Finance 2024-10-16 Emmanuel Gnabeyeu , Omar Karkar , Imad Idboufous

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng