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In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a…

Optimization and Control · Mathematics 2024-11-26 Getachew K. Befekadu

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

A learning approach for optimal feedback gains for nonlinear continuous time control systems is proposed and analysed. The goal is to establish a rigorous framework for computing approximating optimal feedback gains using neural networks.…

Optimization and Control · Mathematics 2020-08-27 Karl Kunisch , Daniel Walter

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…

We propose a neural network approach that yields approximate solutions for high-dimensional optimal control problems and demonstrate its effectiveness using examples from multi-agent path finding. Our approach yields controls in a feedback…

Optimization and Control · Mathematics 2022-06-29 Derek Onken , Levon Nurbekyan , Xingjian Li , Samy Wu Fung , Stanley Osher , Lars Ruthotto

Mathematical optimization is widely used in various research fields. With a carefully-designed objective function, mathematical optimization can be quite helpful in solving many problems. However, objective functions are usually…

Machine Learning · Computer Science 2019-05-27 Younghan Jeon , Minsik Lee , Jin Young Choi

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

The idea that the brain functions so as to minimize certain costs pervades theoretical neuroscience. Since a cost function by itself does not predict how the brain finds its minima, additional assumptions about the optimization method need…

Neurons and Cognition · Quantitative Biology 2018-12-24 Simone Carlo Surace , Jean-Pascal Pfister , Wulfram Gerstner , Johanni Brea

As demonstrated in many areas of real-life applications, neural networks have the capability of dealing with high dimensional data. In the fields of optimal control and dynamical systems, the same capability was studied and verified in many…

Machine Learning · Computer Science 2020-12-04 Wei Kang , Qi Gong

Based on our recent research on neural heuristic quantization systems, we propose an emulation problem consistent with the neuromimetic paradigm. This optimal quantization problem can be solved with model predictive control (MPC) by…

Systems and Control · Electrical Eng. & Systems 2023-05-08 Zexin Sun , John Baillieul

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

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…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Chengyang Gu , Hui Xiong , Yize Chen

We propose a new way of training neural networks, with the goal of reducing training cost. Our method uses approximate predicted gradients instead of the full gradients that require an expensive backward pass. We derive a…

Machine Learning · Computer Science 2025-11-10 Kamil Ciosek , Nicolò Felicioni , Juan Elenter Litwin

We analyze an algorithm to numerically solve the mean-field optimal control problems by approximating the optimal feedback controls using neural networks with problem specific architectures. We approximate the model by an $N$-particle…

Optimization and Control · Mathematics 2025-03-25 H. Mete Soner , Josef Teichmann , Qinxin Yan

In this paper we consider a constrained parabolic optimal control problem. The cost functional is quadratic and it combines the distance of the trajectory of the system from the desired evolution profile together with the cost of a control.…

Optimization and Control · Mathematics 2021-09-29 Luka Grubišić , Martin Lazar , Ivica Nakić , Martin Tautenhahn

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

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…

Numerical Analysis · Mathematics 2026-04-07 David Krieg , Mario Ullrich