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Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and we study the convergence of this procedure to a solution of…

Analysis of PDEs · Mathematics 2021-07-12 Simone Cacace , Fabio Camilli , Alessandro Goffi

Football is a very result-driven industry, with goals being rarer than in most sports, so having further parameters to judge the performance of teams and individuals is key. Expected Goals (xG) allow further insight than just a scoreline.…

Machine Learning · Computer Science 2023-09-04 James H. Hewitt , Oktay Karakuş

Design of robots at the small scale is a trial-and-error based process, which is costly and time-consuming. There are no good dynamic simulation tools to predict the motion or performance of a microrobot as it moves against a substrate. At…

Robotics · Computer Science 2019-07-31 Jiayin Xie , Chenghao Bi , David J. Cappelleri , Nilanjan Chakraborty

One of the emerging trends for sports analytics is the growing use of player and ball tracking data. A parallel development is deep learning predictive approaches that use vast quantities of data with less reliance on feature engineering.…

Neural and Evolutionary Computing · Computer Science 2016-08-17 Rajiv Shah , Rob Romijnders

The performance of tracking algorithms strongly depends on the chosen model assumptions regarding the target dynamics. If there is a strong mismatch between the chosen model and the true object motion, the track quality may be poor or the…

Machine Learning · Statistics 2024-10-15 Isabel Schlangen , André Brandenburger , Mengwei Sun , James R. Hopgood

Current physics models used to interpret experimental measurements of particle beams require either simplifying assumptions to be made in order to ensure analytical tractability, or black box optimization methods to perform model based…

Accelerator Physics · Physics 2022-11-17 Ryan Roussel , Auralee Edelen

In this work, we present an efficient gradient projection method for solving a class of stochastic optimal control problem with expected integral state constraint. The first order optimality condition system consisting of forward-backward…

Optimization and Control · Mathematics 2024-12-24 Qiming Wang , Wenbin Liu

We study a class of stochastic target games where one player tries to find a strategy such that the state process almost-surely reaches a given target, no matter which action is chosen by the opponent. Our main result is a geometric dynamic…

Probability · Mathematics 2015-02-03 Bruno Bouchard , Marcel Nutz

We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods. Namely, in the context of linear programming, we consider perturbing the inequality…

Optimization and Control · Mathematics 2016-02-18 Coralia Cartis , Yiming Yan

This paper presents a new technique for the design of approximate reasoning based controllers for dynamic physical systems with interacting goals. In this approach, goals are achieved based on a hierarchy defined by a control knowledge base…

Artificial Intelligence · Computer Science 2013-04-05 Hamid R. Berenji , Yung-Yaw Chen , Chuen-Chien Lee , Jyh-Shing Jang , S. Murugesan

Model predictive control (MPC) is a promising technique for motion cueing in driving simulators, but its high computation time limits widespread real-time application. This paper proposes a hybrid algorithm that combines filter-based and…

Robotics · Computer Science 2023-09-06 Vishrut Jain , Andrea Lazcano , Riender Happee , Barys Shyrokau

Baseball is a game of strategic decisions including bullpen usage, pinch-hitting and intentional walks. Managers must adjust their strategies based on the changing state of the game in order to give their team the best chance of winning. In…

Computer Science and Game Theory · Computer Science 2025-11-25 Tristan Mott , Caleb Bradshaw , David Grimsman , Christopher Archibald

Competition is a primary driver of player satisfaction and engagement in multiplayer online games. Traditional matchmaking systems aim at creating matches involving teams of similar aggregated individual skill levels, such as Elo score or…

Social and Information Networks · Computer Science 2020-06-25 Sofia M Nikolakaki , Ogheneovo Dibie , Ahmad Beirami , Nicholas Peterson , Navid Aghdaie , Kazi Zaman

Cosimulation methods allow combination of simulation tools of physical systems running in parallel to act as a single simulation environment for a big system. As data is passed across subsystem boundaries instead of solving the system as…

Computational Engineering, Finance, and Science · Computer Science 2017-03-21 Dirk Scharff , Thilo Moshagen , Jaroslav Vondřejc

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

Quantum Physics · Physics 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues

Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the…

Optimization and Control · Mathematics 2019-08-06 Alexey Piunovskiy , Alexander Plakhov , Delfim F. M. Torres , Yi Zhang

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

Machine Learning · Computer Science 2025-12-03 Pieter Smet

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…

Optimization and Control · Mathematics 2025-09-08 Pedro Cesar Lopes Gerum , Thomas Lidbetter
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