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This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto

We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of…

Optimization and Control · Mathematics 2014-12-11 Martin Rasmussen , Janosch Rieger , Kevin Webster

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We study the problem of representation learning in goal-conditioned hierarchical reinforcement learning. In such hierarchical structures, a higher-level controller solves tasks by iteratively communicating goals which a lower-level policy…

Artificial Intelligence · Computer Science 2019-01-10 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine

Simulation is a useful tool in situations where training data for machine learning models is costly to annotate or even hard to acquire. In this work, we propose a reinforcement learning-based method for automatically adjusting the…

Machine Learning · Computer Science 2019-05-15 Nataniel Ruiz , Samuel Schulter , Manmohan Chandraker

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

This paper considers the problem of adapting a predesigned policy, represented by a parameterized function class, from a solution that minimizes a given original cost function to a trade-off solution between minimizing the original…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Wenjian Hao , Zehui Lu , Nicolas Miguel , Shaoshuai Mou

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

In this effort we propose a novel approach for reconstructing multivariate functions from training data, by identifying both a suitable network architecture and an initialization using polynomial-based approximations. Training deep neural…

Machine Learning · Computer Science 2019-05-29 Joseph Daws , Clayton G. Webster

We propose two parametric approaches to evaluate swing contracts with firm constraints. Our objective is to define approximations for the optimal control, which represents the amounts of energy purchased throughout the contract. The first…

Mathematical Finance · Quantitative Finance 2024-06-13 Vincent Lemaire , Gilles Pagès , Christian Yeo

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

Machine Learning · Computer Science 2012-06-22 Sergey Levine , Vladlen Koltun

Given a sequential learning algorithm and a target model, sequential machine teaching aims to find the shortest training sequence to drive the learning algorithm to the target model. We present the first principled way to find such shortest…

Machine Learning · Computer Science 2018-10-17 Laurent Lessard , Xuezhou Zhang , Xiaojin Zhu

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

We devise a control-theoretic reinforcement learning approach to support direct learning of the optimal policy. We establish various theoretical properties of our approach, such as convergence and optimality of our analog of the Bellman…

Machine Learning · Computer Science 2026-04-01 Weiqin Chen , Mark S. Squillante , Chai Wah Wu , Santiago Paternain

Empirical risk minimization stands behind most optimization in supervised machine learning. Under this scheme, labeled data is used to approximate an expected cost (risk), and a learning algorithm updates model-defining parameters in search…

Machine Learning · Statistics 2023-05-25 James Schmidt

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

Optimization and Control · Mathematics 2021-06-09 Sandeep Menta , Joseph Warrington , John Lygeros , Manfred Morari

Many real world stochastic control problems suffer from the "curse of dimensionality". To overcome this difficulty, we develop a deep learning approach that directly solves high-dimensional stochastic control problems based on Monte-Carlo…

Machine Learning · Computer Science 2016-11-23 Jiequn Han , Weinan E

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…

Optimization and Control · Mathematics 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

Equilibrium systems are a powerful way to express neural computations. As special cases, they include models of great current interest in both neuroscience and machine learning, such as deep neural networks, equilibrium recurrent neural…

Machine Learning · Computer Science 2022-11-01 Alexander Meulemans , Nicolas Zucchet , Seijin Kobayashi , Johannes von Oswald , João Sacramento