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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

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

This paper presents a scalable method for friction identification in robots equipped with electric motors and high-ratio harmonic drives, utilizing Physics-Informed Neural Networks (PINN). This approach eliminates the need for dedicated…

Physics-Informed Neural Networks (PINNs) recast PDE solving as an optimisation problem in function space by minimising a residual-based objective, yet many applications require additional derivative-based relations that are just as…

Machine Learning · Computer Science 2026-04-16 Kentaro Hoshisashi , Carolyn E Phelan , Paolo Barucca

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Optimization and Control · Mathematics 2025-06-04 Niklas Baumgarten , David Schneiderhan

In this work, we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation approach to implement spatial dimension approximation. Our main contribution is to extend the…

Optimization and Control · Mathematics 2021-04-21 Hui Sun , Feng Bao

Physics-Informed Neural Networks (PINN) emerged as a powerful tool for solving scientific computing problems, ranging from the solution of Partial Differential Equations to data assimilation tasks. One of the advantages of using PINN is to…

Quantum Physics · Physics 2023-01-12 Stefano Markidis

We consider the problem of designing a machine learning-based model of an unknown dynamical system from a finite number of (state-input)-successor state data points, such that the model obtained is also suitable for optimal control design.…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Filippo Fabiani , Bartolomeo Stellato , Daniele Masti , Paul J. Goulart

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

Optimization and Control · Mathematics 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

Implementing quantum gates on quantum computers can require the application of carefully shaped pulses for high-fidelity operations. We explore the use of physics-informed neural networks (PINNs) for quantum optimal control to assess their…

Quantum Physics · Physics 2025-11-13 Sofiia Lauten , Matthew Otten

We survey classical, machine learning, and data-driven system identification approaches to learn control-relevant and physics-informed models of dynamical systems. Recently, machine learning approaches have enabled system identification…

Systems and Control · Electrical Eng. & Systems 2025-12-09 S. Sivaranjani , Yuanyuan Shi , Nikolay Atanasov , Thai Duong , Jie Feng , Tim Martin , Yuezhu Xu , Vijay Gupta , Frank Allgöwer

While physics-informed neural networks (PINNs) have been proven effective for low-dimensional partial differential equations (PDEs), the computational cost remains a hurdle in high-dimensional scenarios. This is particularly pronounced when…

Machine Learning · Computer Science 2023-11-28 Zheyuan Hu , Zhouhao Yang , Yezhen Wang , George Em Karniadakis , Kenji Kawaguchi

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

In order for autonomous vehicles to become a part of the Intelligent Transportation Ecosystem, they are required to guarantee a particular level of safety. For that to happen a safe vehicle control algorithms need to be developed, which…

Robotics · Computer Science 2020-03-03 Vladislav Kibalov , Oleg Shipitko

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

Reliable spacecraft attitude control depends on accurate prediction of attitude dynamics, particularly when model-based strategies such as Model Predictive Control (MPC) are employed, where performance is limited by the quality of the…

Robotics · Computer Science 2026-02-19 Carlo Cena , Mauro Martini , Marcello Chiaberge

Many control applications require that a system be constrained to a particular set of states, often termed as safe set. A practical and flexible method for rendering safe sets forward-invariant involves computing control input using Control…

Optimization and Control · Mathematics 2021-06-11 James Usevitch , Kunal Garg , Dimitra Panagou

In this paper, we compute numerical approximations of the minimal surfaces, an essential type of Partial Differential Equation (PDE), in higher dimensions. Classical methods cannot handle it in this case because of the Curse of…

Analysis of PDEs · Mathematics 2023-09-08 Steven Zhou , Xiaojing Ye

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

Robotics · Computer Science 2018-01-12 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk