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We present a maximum-caliber method for inferring transition rates of a Markov State Model (MSM) with perturbed equilibrium populations, given estimates of state populations and rates for an unperturbed MSM. It is similar in spirit to…

Biomolecules · Quantitative Biology 2016-05-26 Vincent A. Voelz , Guangfeng Zhou , Hongbin Wan

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

The modeling of atomistic biomolecular simulations using kinetic models such as Markov state models (MSMs) has had many notable algorithmic advances in recent years. The variational principle has opened the door for a nearly fully automated…

Biological Physics · Physics 2019-11-26 Martin K. Scherer , Brooke E. Husic , Moritz Hoffmann , Fabian Paul , Hao Wu , Frank Noé

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Víctor Costa da Silva Campos , Mariella Maia Quadros , Luciano Frezzato , Leonardo Mozelli , Anh-Tu Nguyen

We study polynomial optimization problems whose objective has a composition or tensor train structure. These polynomials can be evaluated as a sequence of maps, giving rise to intermediate variables (``states'') of dimension lower than the…

Optimization and Control · Mathematics 2026-04-21 Llorenç Balada Gaggioli , Didier Henrion , Milan Korda

We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…

Mathematical Finance · Quantitative Finance 2021-07-14 Yu-Jui Huang , Zhenhua Wang

This paper studies optimal motion planning subject to motion and environment uncertainties. By modeling the system as a probabilistic labeled Markov decision process (PL-MDP), the control objective is to synthesize a finite-memory policy,…

Robotics · Computer Science 2022-01-03 Mingyu Cai , Shaoping Xiao , Zhijun Li , Zhen Kan

We present a robust adaptive model predictive control (MPC) framework for nonlinear continuous-time systems with bounded parametric uncertainty and additive disturbance. We utilize general control contraction metrics (CCMs) to parameterize…

Systems and Control · Electrical Eng. & Systems 2023-07-12 András Sasfi , Melanie N. Zeilinger , Johannes Köhler

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

Active matter, responsive ("smart") materials and materials under time-dependent load are systems out of thermal equilibrium. To construct coarse-grained models for such systems, one needs to integrate out a distribution of microstates that…

Statistical Mechanics · Physics 2022-05-17 Tanja Schilling

We study stochastic combinatorial optimization problems where the objective is to minimize the expected maximum load (a.k.a.\ the makespan). In this framework, we have a set of $n$ tasks and $m$ resources, where each task $j$ uses some…

Data Structures and Algorithms · Computer Science 2021-06-25 Anupam Gupta , Amit Kumar , Viswanath Nagarajan , Xiangkun Shen

There is evidence that the self-assembly of complex molecular systems often proceeds hierarchically, by first building subunits that later assemble in larger entities, in a process that can repeat multiple times. Yet, our understanding of…

Soft Condensed Matter · Physics 2025-09-15 Miranda Holmes-Cerfon , Matthieu Wyart

We study a large-scale patrol problem with state-dependent costs and multi-agent coordination.We consider heterogeneous agents, rather general reward functions, and the capabilities of tracking agents' trajectories.Given the complexity and…

Optimization and Control · Mathematics 2024-12-12 Jing Fu , Zengfu Wang , Jie Chen

We develop exact simulation (also known as perfect sampling) algorithms for a family of assemble-to-order systems. Due to the finite capacity, and coupling in demands and replenishments, known solving techniques are inefficient for larger…

Probability · Mathematics 2014-02-24 Ana Bušić , Emilie Coupechoux

Multiple-try Metropolis (MTM) is a popular Markov chain Monte Carlo method with the appealing feature of being amenable to parallel computing. At each iteration, it samples several candidates for the next state of the Markov chain and…

Computation · Statistics 2023-08-25 Philippe Gagnon , Florian Maire , Giacomo Zanella

Equations governing the nonlinear dynamics of complex systems are usually unknown and indirect methods are used to reconstruct their manifolds. In turn, they depend on embedding parameters requiring other methods and long temporal sequences…

Chaotic Dynamics · Physics 2020-06-24 Valeria d'Andrea , Manlio De Domenico

Demand for high-performance, robust, and safe autonomous systems has grown substantially in recent years. These objectives motivate the desire for efficient safety-theoretic reasoning that can be embedded in core decision-making tasks such…

Robotics · Computer Science 2022-12-27 Kristoffer M. Frey , Ted J. Steiner , Jonathan P. How

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

Self-assembly is the autonomous organization of components into patterns or structures: an essential ingredient of biology and a desired route to complex organization. At equilibrium, the structure is encoded through specific interactions,…

Soft Condensed Matter · Physics 2018-10-03 Antoine Aubret , Mena Youssef , Stefano Sacanna , Jérémie Palacci

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring