Related papers: Physics-Informed Representation and Learning: Cont…
We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…
Physics-informed neural networks (PINNs) are trained using physical equations and can also incorporate unmodeled effects by learning from data. PINNs for control (PINCs) of dynamical systems are gaining interest due to their prediction…
Physics-Informed Neural Networks (PINNs) show significant potential for solving inverse problems, especially when observations are limited and sparse, provided that the relevant physical equations are known. We use PINNs to estimate smooth…
With the development of state-of-art deep reinforcement learning, we can efficiently tackle continuous control problems. But the deep reinforcement learning method for continuous control is based on historical data, which would make…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
Physics-informed neural networks (PINNs) are a new tool for solving boundary value problems by defining loss functions of neural networks based on governing equations, boundary conditions, and initial conditions. Recent investigations have…
Approximation of high dimensional functions is in the focus of machine learning and data-based scientific computing. In many applications, empirical risk minimisation techniques over nonlinear model classes are employed. Neural networks,…
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…
Inverse problems arise almost everywhere in science and engineering where we need to infer on a quantity from indirect observation. The cases of medical, biomedical, and industrial imaging systems are the typical examples. A very high…
Solving real-world optimal control problems are challenging tasks, as the complex, high-dimensional system dynamics are usually unrevealed to the decision maker. It is thus hard to find the optimal control actions numerically. To deal with…
Time-domain simulations are crucial for ensuring power system stability and avoiding critical scenarios that could lead to blackouts. The next-generation power systems require a significant increase in the computational cost and complexity…
In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…
Connected and autonomous vehicles have the potential to minimize energy consumption by optimizing the vehicle velocity and powertrain dynamics with Vehicle-to-Everything info en route. Existing deterministic and stochastic methods created…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…
In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…
We propose a stochastic prediction-control framework to promote safety in automated driving by directly controlling the joint state probability density functions (PDFs) subject to the vehicle dynamics via trajectory-level state feedback. To…
In this study, the capabilities of the Physics-Informed Neural Network (PINN) method are investigated for three major tasks: modeling, simulation, and optimization in the context of the heat conduction problem. In the modeling phase, the…