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Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

Efficient approaches to quantum control and feedback are essential for quantum technologies, from sensing to quantum computation. Open-loop control tasks have been successfully solved using optimization techniques, including methods like…

Quantum Physics · Physics 2023-08-02 Riccardo Porotti , Vittorio Peano , Florian Marquardt

State-of-the-art model-based Reinforcement Learning (RL) approaches either use gradient-free, population-based methods for planning, learned policy networks, or a combination of policy networks and planning. Hybrid approaches that combine…

Machine Learning · Computer Science 2026-05-25 Jonathan Spieler , Sven Behnke

In this contribution, we derive ILEG, an iterative algorithm to find risk sensitive solutions to nonlinear, stochastic optimal control problems. The algorithm is based on a linear quadratic approximation of an exponential risk sensitive…

Systems and Control · Computer Science 2015-12-23 Farbod Farshidian , Jonas Buchli

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

Planning over discontinuous dynamics is needed for robotics tasks like contact-rich manipulation, which presents challenges in the numerical stability and speed of planning methods when either neural network or analytical models are used.…

Robotics · Computer Science 2024-03-26 Filippo Rozzi , Loris Roveda , Kevin Haninger

Cooperation of multiple connected vehicles has the potential to benefit the road traffic greatly. In this paper, we consider analysis and synthesis problems of the cooperative control of a platoon of heterogeneous connected vehicles with…

Optimization and Control · Mathematics 2019-08-06 Yang Zheng , Yougang Bian , Shen Li , Shengbo Eben Li

We present a systematic derivation of the gradient flows associated to a broad class of interfacial energies, emphasizing the relation between intrinsic and extrinsic variations of the interface. We show that the intrinsic variables…

Analysis of PDEs · Mathematics 2025-01-28 Vinh Nguyen , Keith Promislow , Brian Wetton

The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…

Optimization and Control · Mathematics 2017-04-21 Bicheng Ying , Ali H. Sayed

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…

Machine Learning · Computer Science 2024-05-24 Qian Shao , Pradeep Varakantham , Shih-Fen Cheng

We investigate the method of conjugate gradients, exploiting inaccurate matrix-vector products, for the solution of convex quadratic optimization problems. Theoretical performance bounds are derived, and the necessary quantities occurring…

Numerical Analysis · Computer Science 2020-09-22 S. Gratton , E. Simon , D. Titley-Peloquin , Ph. L. Toint

We study the policy gradient method (PGM) for the linear quadratic Gaussian (LQG) dynamic output-feedback control problem using an input-output-history (IOH) representation of the closed-loop system. First, we show that any dynamic…

Optimization and Control · Mathematics 2025-10-23 Tomonori Sadamoto , Takashi Tanaka

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

Relaxed conditions are given for stability of a feedback system consisting of an exponentially stable multi-input multi-output nonlinear plant and an integral controller. Roughly speaking, it is shown that if the composition of the plant…

Optimization and Control · Mathematics 2020-08-24 John W. Simpson-Porco

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

Optimization and Control · Mathematics 2013-09-03 Anthony Man-Cho So

We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…

Optimization and Control · Mathematics 2026-02-05 Léa Ninite , Adrien Banse , Guillaume O. Berger , Raphaël M. Jungers

Feedback optimization enables autonomous optimality seeking of a dynamical system through its closed-loop interconnection with iterative optimization algorithms. Among various iteration structures, model-based approaches require the…

Optimization and Control · Mathematics 2026-05-26 Zhiyu He , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

Recent work on data-driven control and reinforcement learning has renewed interest in a relative old field in control theory: model-free optimal control approaches which work directly with a cost function and do not rely upon perfect…

Optimization and Control · Mathematics 2021-08-31 Eduardo D. Sontag

Cooperative systems are systems in which the forces among agents are non-repulsive. The free evolution of such systems can tend to the formation of patterns, such as consensus or clustering, depending on the properties and intensity of the…

Optimization and Control · Mathematics 2019-02-26 Benoît Bonnet , Francesco Rossi