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We present a novel technique to drive a nonlinear system to reach a target state under input constraints. The proposed controller consists only of piecewise constant inputs, generated from a simple linear driftless approximation to the…

Optimization and Control · Mathematics 2025-09-09 Ram Padmanabhan , Melkior Ornik

Recently, extracting data-driven governing laws of dynamical systems through deep learning frameworks has gained a lot of attention in various fields. Moreover, a growing amount of research work tends to transfer deterministic dynamical…

Machine Learning · Statistics 2022-07-05 Cheng Fang , Yubin Lu , Ting Gao , Jinqiao Duan

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is…

Machine Learning · Computer Science 2025-03-05 David Berghaus , Kostadin Cvejoski , Patrick Seifner , Cesar Ojeda , Ramses J. Sanchez

In this paper, we present a novel method to drive a nonlinear system to a desired state, with limited a priori knowledge of its dynamic model: local dynamics at a single point and the bounds on the rate of change of these dynamics. This…

Optimization and Control · Mathematics 2025-08-08 Yiming Meng , Taha Shafa , Jesse Wei , Melkior Ornik

We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…

Optimization and Control · Mathematics 2025-10-07 Liam Cregg , Fady Alajaji , Serdar Yuksel

We present an efficient and validated method for approximating the stationary measures of random dynamical systems with smooth additive noise. The approach leverages the strong regularizing properties of the associated transfer operator…

Dynamical Systems · Mathematics 2026-02-24 Stefano Galatolo , Charles Lopez Vereau , Luigi Marangio , Isaia Nisoli

This paper deals with a Tikhonov regularized second-order inertial dynamical system that incorporates time scaling, asymptotically vanishing damping and Hessian-driven damping for solving convex optimization problems. Under appropriate…

Optimization and Control · Mathematics 2026-04-30 Xiangkai Sun , Guoxiang Tian , Huan Zhang

Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…

Numerical Analysis · Mathematics 2017-10-11 Tobias Grafke , Tobias Schaefer , Eric Vanden-Eijnden

In this document, some novel theoretical and computational techniques for constrained approximation of data-driven systems, are presented. The motivation for the development of these techniques came from structure-preserving matrix…

Optimization and Control · Mathematics 2019-07-22 Fredy Vides

We calculate the large deviation functions characterizing the long-time fluctuations of the occupation of drifted Brownian motion and show that these functions have non-analytic points. This provides the first example of dynamical phase…

Statistical Mechanics · Physics 2017-02-03 Pelerine Tsobgni Nyawo , Hugo Touchette

This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…

Optimization and Control · Mathematics 2017-12-01 Stephen Tu , Ross Boczar , Andrew Packard , Benjamin Recht

Modern learning systems increasingly interact with data that evolve over time and depend on hidden internal state. We ask a basic question: when is such a dynamical system learnable from observations alone? This paper proposes a research…

Machine Learning · Computer Science 2025-12-23 Elad Hazan , Shai Shalev Shwartz , Nathan Srebro

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We study the automated abstraction-based synthesis of correct-by-construction control policies for stochastic dynamical systems with unknown dynamics. Our approach is to learn an abstraction from sampled data, which is represented in the…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Mahdi Nazeri , Thom Badings , Anne-Kathrin Schmuck , Sadegh Soudjani , Alessandro Abate

In many real-world dynamical systems, obtaining precise models of system uncertainty remains a challenge. It may be difficult to estimate noise distributions or robustness bounds, especially when the distributions/robustness bounds vary…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Heling Zhang , Lillian J. Ratliff , Roy Dong

This paper introduces Discrete Markov Probabilistic Models (DMPMs), a novel discrete diffusion algorithm for discrete data generation. The algorithm operates in discrete bit space, where the noising process is a continuous-time Markov chain…

Machine Learning · Statistics 2025-10-09 Le-Tuyet-Nhi Pham , Dario Shariatian , Antonio Ocello , Giovanni Conforti , Alain Durmus

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang