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One often encounters the curse of dimensionality in the application of dynamic programming to determine optimal policies for controlled Markov chains. In this paper, we provide a method to construct sub-optimal policies along with a bound…

Systems and Control · Computer Science 2011-08-17 Myoungkuk Park , Krishnamoorthy Kalyanam , Swaroop Darbha , Phil Chandler , Meir Pachter

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

Automatic optimization of robotic behavior has been the long-standing goal of Evolutionary Robotics. Allowing the problem at hand to be solved by automation often leads to novel approaches and new insights. A common problem encountered with…

Robotics · Computer Science 2019-12-18 Kirk Y. W. Scheper , Guido C. H. E. de Croon

This work considers a Motion Planning Problem with Dynamic Obstacles (MPDO) in 2D that requires finding a minimum-arrival-time collision-free trajectory for a point robot between its start and goal locations amid dynamic obstacles moving…

Robotics · Computer Science 2022-06-03 Zhongqiang Ren , Sivakumar Rathinam , Howie Choset

This paper formulates a team orienteering problem with multiple fixed-wing drones and develops a branch-and-price algorithm to solve the problem to optimality. Fixed-wing drones, unlike rotary drones, have kinematic constraints associated…

Optimization and Control · Mathematics 2021-12-03 Kaarthik Sundar , Sujeevraja Sanjeevi , Christopher Montez

QuadPlanes combine the range efficiency of fixed-wing aircraft with the maneuverability of multi-rotor platforms for long-range autonomous missions. In GPS-denied or cluttered urban environments, perception-based landing is vital for…

Robotics · Computer Science 2025-12-12 Ashik E Rasul , Humaira Tasnim , Ji Yu Kim , Young Hyun Lim , Scott Schmitz , Bruce W. Jo , Hyung-Jin Yoon

We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…

Optimization and Control · Mathematics 2020-01-13 Joan Bas-Serrano , Gergely Neu

This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…

Optimization and Control · Mathematics 2019-01-28 Stephan Eckstein , Michael Kupper

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

This paper presents a Neural Networks (NNs) based approach for designing the Fuel-Optimal Powered Descent Guidance (FOPDG) for lunar pinpoint landing. According to Pontryagin's Minimum Principle, the optimality conditions are first derived.…

Optimization and Control · Mathematics 2024-08-29 Kun Wang , Zheng Chen , Jun Li

Constrained motion planning is a common but challenging problem in robotic manipulation. In recent years, data-driven constrained motion planning algorithms have shown impressive planning speed and success rate. Among them, the latent…

Robotics · Computer Science 2026-01-01 Jiawei Zhang , Chengchao Bai , Wei Pan , Tianhang Liu , Jifeng Guo

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

Precise soft landings on asteroids are central to many deep space missions for surface exploration and resource exploitation. To improve the autonomy and intelligence of landing control, a real-time optimal control approach is proposed…

Optimization and Control · Mathematics 2020-02-19 Lin Cheng , Zhenbo Wang , Yu Song , Fanghua Jiang

This paper studies the trajectory optimization problem for an aerial vehicle with the mission of flying between a pair of given initial and final locations. The objective is to minimize the travel time of the aerial vehicle ensuring that…

Artificial Intelligence · Computer Science 2020-02-26 Behzad Khamidehi , Elvino S. Sousa

This paper presents a framework for controlled emergency landing of a quadcopter, experiencing a rotor failure, away from sensitive areas. A complete mathematical model capturing the dynamics of the system is presented that takes the…

Robotics · Computer Science 2018-09-26 Mojtaba Hedayatpour , Mehran Mehrandezh , Farrokh Janabi-Sharifi

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…

Artificial Intelligence · Computer Science 2012-10-19 Dhruv Batra

Multiagent planning and coordination problems are common and known to be computationally hard. We show that a wide range of two-agent problems can be formulated as bilinear programs. We present a successive approximation algorithm that…

Artificial Intelligence · Computer Science 2014-01-16 Marek Petrik , Shlomo Zilberstein

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

We propose two algorithms for the solution of the optimal control of ergodic McKean-Vlasov dynamics. Both algorithms are based on approximations of the theoretical solutions by neural networks, the latter being characterized by their…

Optimization and Control · Mathematics 2021-03-30 René Carmona , Mathieu Laurière

We propose two deep neural network-based methods for solving semi-martingale optimal transport problems. The first method is based on a relaxation/penalization of the terminal constraint, and is solved using deep neural networks. The second…

Optimization and Control · Mathematics 2021-03-08 Ivan Guo , Nicolas Langrené , Grégoire Loeper , Wei Ning
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