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Sample-based trajectory optimisers are a promising tool for the control of robotics with non-differentiable dynamics and cost functions. Contemporary approaches derive from a restricted subclass of stochastic optimal control where the…

Robotics · Computer Science 2021-10-07 Tom Lefebvre , Guillaume Crevecoeur

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

We introduce a general system of ordinary differential equations that includes some classical and recent models for the epidemic spread in a closed population without vital dynamic in a finite time horizon. The model is vectorial, in the…

Optimization and Control · Mathematics 2023-06-21 Lorenzo Freddi

Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…

Systems and Control · Electrical Eng. & Systems 2021-11-15 Hany Abdulsamad , Tim Dorau , Boris Belousov , Jia-Jie Zhu , Jan Peters

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Optimal control of interdependent epidemics spreading over complex networks is a critical issue. We first establish a framework to capture the coupling between two epidemics, and then analyze the system's equilibrium states by categorizing…

Systems and Control · Computer Science 2017-10-19 Juntao Chen , Rui Zhang , Quanyan Zhu

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds…

Optimization and Control · Mathematics 2016-12-13 Vincent Guigues , Anatoli Juditsky , Arkadi Nemirovski

Control systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties. In these circumstances the performance criterion can be given in terms of an…

Optimization and Control · Mathematics 2019-01-15 Piernicola Bettiol , Nathalie Khalil

A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

Numerical Analysis · Mathematics 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

In the study of complex systems, evaluating physical observables often requires sampling representative configurations via Monte Carlo techniques. These methods rely on repeated evaluations of the system's energy and force fields, which can…

Disordered Systems and Neural Networks · Physics 2025-07-02 Dimitrios Tzivrailis , Alberto Rosso , Eiji Kawasaki

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

We study statistical properties of the optimal value and optimal solutions of the Sample Average Approximation of risk averse stochastic problems. Central Limit Theorem type results are derived for the optimal value and optimal solutions…

Optimization and Control · Mathematics 2016-03-25 Vincent Guigues , Volker Krätschmer , Alexander Shapiro

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Kirill Antonov , Maxim Buzdalov , Arina Buzdalova , Carola Doerr

We investigate the task of controlling ensembles of initial and terminal state vectors of parameter-dependent linear systems by applying parameter-independent open loop controls. Necessary, as well as sufficient, conditions for ensemble…

Optimization and Control · Mathematics 2015-07-23 Michael Schönlein , Uwe Helmke

We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals,…

Optimization and Control · Mathematics 2021-10-07 Maxim Staritsyn , Nikolay Pogodaev , Roman Chertovskih , Fernando Lobo Pereira

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

Optimization and Control · Mathematics 2023-07-24 Émiland Garrabé , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

We apply optimal control techniques to an inhomogeneous spin ensemble coupled to a cavity. A general procedure is proposed for designing the control strategies. We numerically show the extent to which optimal control fields robust against…

Quantum Physics · Physics 2018-09-12 Q. Ansel , S. Probst , P. Bertet , S. J. Glaser , D. Sugny

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…

Optimization and Control · Mathematics 2013-04-23 Falk M. Hante , Sebastian Sager