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The Path-dependent Neural Jump ODE (PD-NJ-ODE) is a model for online prediction of generic (possibly non-Markovian) stochastic processes with irregular (in time) and potentially incomplete (with respect to coordinates) observations. It is a…

Machine Learning · Statistics 2024-07-29 Florian Krach , Josef Teichmann

Deep learning is the backbone of artificial intelligence technologies, and it can be regarded as a kind of multilayer feedforward neural network. An essence of deep learning is information propagation through layers. This suggests that…

Neural and Evolutionary Computing · Computer Science 2021-04-02 Genki Furuhata , Tomoaki Niiyama , Satoshi Sunada

Recent developments in applying machine learning to address Alternating Current Optimal Power Flow (AC OPF) problems have demonstrated significant potential in providing close to optimal solutions for generator dispatch in near real-time.…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

This paper focuses on developing a strategy for control of systems whose dynamics are almost entirely unknown. This situation arises naturally in a scenario where a system undergoes a critical failure. In that case, it is imperative to…

Optimization and Control · Mathematics 2017-10-17 Melkior Ornik , Arie Israel , Ufuk Topcu

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

A novel way of using neural networks to learn the dynamics of time delay systems from sequential data is proposed. A neural network with trainable delays is used to approximate the right hand side of a delay differential equation. We relate…

Machine Learning · Computer Science 2022-08-29 Xunbi A. Ji , Gabor Orosz

This paper studies the design of neural network (NN)-based controllers for unknown nonlinear systems, using contraction analysis. A Neural Ordinary Differential Equation (NODE) system is constructed by approximating the unknown draft…

Systems and Control · Electrical Eng. & Systems 2025-05-23 Hao Yin , Claudio De Persis , Bayu Jayawardhana , Santiago Sanchez Escalonilla Plaza

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

We present a novel, model-free, and data-driven methodology for controlling complex dynamical systems into previously unseen target states, including those with significantly different and complex dynamics. Leveraging a parameter-aware…

Chaotic Dynamics · Physics 2026-02-13 Daniel Köglmayr , Alexander Haluszczynski , Christoph Räth

We present a hierarchical, control theory inspired method for variational inference (VI) for neural stochastic differential equations (SDEs). While VI for neural SDEs is a promising avenue for uncertainty-aware reasoning in time-series, it…

Machine Learning · Computer Science 2025-05-26 Rembert Daems , Manfred Opper , Guillaume Crevecoeur , Tolga Birdal

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View…

Machine Learning · Computer Science 2019-11-05 Xinshi Chen

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical…

Machine Learning · Computer Science 2024-10-16 Dibyajyoti Chakraborty , Seung Whan Chung , Troy Arcomano , Romit Maulik

We incorporate prior graph topology information into a Neural Controlled Differential Equation (NCDE) to predict the future states of a dynamical system defined on a graph. The informed NCDE infers the future dynamics at the vertices of…

Machine Learning · Computer Science 2024-10-28 Michael Detzel , Gabriel Nobis , Jackie Ma , Wojciech Samek

Accurate knowledge of the state variables in a dynamical system is critical for effective control, diagnosis, and supervision, especially when direct measurements of all states are infeasible. This paper presents a novel approach to…

Dynamical Systems · Mathematics 2025-07-10 Ayoub Farkane , Mohamed Boutayeb , Mustapha Oudani , Mounir Ghogho

Continuous-time neural processes are performant sequential decision-makers that are built by differential equations (DE). However, their expressive power when they are deployed on computers is bottlenecked by numerical DE solvers. This…

This paper presents a novel, mathematically rigorous framework for autoencoder-type deep neural networks that combines optimal control theory and low-rank tensor methods to yield memory-efficient training and automated architecture…

Optimization and Control · Mathematics 2025-09-11 Ratna Khatri , Anthony Kolshorn , Colin Olson , Harbir Antil

This paper proposes a novel approach to improve the performance of distributed nonlinear control systems while preserving stability by leveraging Deep Neural Networks (DNNs). We build upon the Neural System Level Synthesis (Neur-SLS)…

Optimization and Control · Mathematics 2024-08-01 Danilo Saccani , Leonardo Massai , Luca Furieri , Giancarlo Ferrari-Trecate

In this work, a novel and model-based artificial neural network (ANN) training method is developed supported by optimal control theory. The method augments training labels in order to robustly guarantee training loss convergence and improve…

Optimization and Control · Mathematics 2023-03-17 Viktor Andersson , Balázs Varga , Vincent Szolnoky , Andreas Syrén , Rebecka Jörnsten , Balázs Kulcsár

We develop a computationally efficient learning-based forward-backward stochastic differential equations (FBSDE) controller for both continuous and hybrid dynamical (HD) systems subject to stochastic noise and state constraints. Solutions…

Systems and Control · Electrical Eng. & Systems 2023-05-12 Bolun Dai , Prashanth Krishnamurthy , Andrew Papanicolaou , Farshad Khorrami
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