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In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

Optimization and Control · Mathematics 2023-06-23 Gabriel Velho , Jean Auriol , Riccardo Bonalli

This work shows the existence of optimal control laws for persistent monitoring of mobile targets in a one-dimensional mission space and derives explicit solutions. The underlying performance metric consists of minimizing the total…

Optimization and Control · Mathematics 2022-10-05 Jonas Hall , Sean B. Andersson , Christos G. Cassandras

We present a dual-guided framework for reconstructing unsteady incompressible flow fields using sparse observations. The approach combines optimized sensor placement with a physics-informed guided generative model. Sensor locations are…

Fluid Dynamics · Physics 2025-06-18 Sajad Salavatidezfouli , Henrik Karstoft , Alexandros Iosifidis , Mahdi Abkar

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

In this work, we address parametric non-stationary fluid dynamics problems within a model order reduction setting based on domain decomposition. Starting from the optimisation-based domain decomposition approach, we derive an optimal…

Numerical Analysis · Mathematics 2024-02-21 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

Advanced driver assistance systems have improved comfort, safety, and efficiency of modern vehicles. However, sensor limitations lead to noisy lane estimates that pose a significant challenge in developing performant control architectures.…

Systems and Control · Electrical Eng. & Systems 2025-09-05 Leon Greiser , Christian Rathgeber , Vladislav Nenchev , Sören Hohmann

Low-thrust trajectory design and in-flight control remain two of the most challenging topics for new-generation satellite operations. Most of the solutions currently implemented are based on reference trajectories and lead to sub-optimal…

Machine Learning · Computer Science 2022-11-16 Carlos M. Casas , Belen Carro , Antonio Sanchez-Esguevillas

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Machine Learning · Computer Science 2018-10-08 Peter Henderson , Joshua Romoff , Joelle Pineau

Continuum soft robots are inherently underactuated and subject to intrinsic input constraints, making dynamic control particularly challenging, especially in hybrid rigid-soft robots. While most existing methods focus on quasi-static…

Classifier guidance -- using the gradients of an image classifier to steer the generations of a diffusion model -- has the potential to dramatically expand the creative control over image generation and editing. However, currently…

Computer Vision and Pattern Recognition · Computer Science 2023-06-02 Bram Wallace , Akash Gokul , Stefano Ermon , Nikhil Naik

Trajectory optimization methods have achieved an exceptional level of performance on real-world robots in recent years. These methods heavily rely on accurate analytical models of the dynamics, yet some aspects of the physical world can…

We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…

Probability · Mathematics 2019-06-13 Andrew L. Allan , Samuel N. Cohen

Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via optimal transport ambiguity sets. The standard OT-DRO pipeline…

Optimization and Control · Mathematics 2025-09-17 Jonas Ohnemus , Marta Fochesato , Riccardo Zuliani , John Lygeros

The problem of designing adaptive stepsize sequences for the gradient descent method applied to convex and locally smooth functions is studied. We take an adaptive control perspective and design update rules for the stepsize that make use…

Optimization and Control · Mathematics 2025-08-27 Andrea Iannelli

Learning-based model predictive control has been widely applied in autonomous racing to improve the closed-loop behaviour of vehicles in a data-driven manner. When environmental conditions change, e.g., due to rain, often only the…

An optimal guidance law for impact time control with field-of-view constraint is presented. The guidance law is derived by first converting the inequality-constrained nonlinear optimal control problem into an equality-constrained one…

Optimization and Control · Mathematics 2025-03-20 Fangmin Lu , Zheng Chen , Kun Wang

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

Decentralized stochastic optimization has recently benefited from gradient tracking methods \cite{DSGT_Pu,DSGT_Xin} providing efficient solutions for large-scale empirical risk minimization problems. In Part I \cite{GT_SAGA} of this work,…

Optimization and Control · Mathematics 2019-12-12 Ran Xin , Usman A. Khan , Soummya Kar

In this paper, we introduce a fast row-stochastic decentralized algorithm, referred to as FRSD, to solve consensus optimization problems over directed communication graphs. The proposed algorithm only utilizes row-stochastic weights,…

Optimization and Control · Mathematics 2023-10-02 Diyako Ghaderyan , Necdet Serhat Aybat , A. Pedro Aguiar , Fernando Lobo Pereira

This paper addresses the challenge of terrain-adaptive dynamic locomotion in humanoid robots, a problem traditionally tackled by optimization-based methods or reinforcement learning (RL). Optimization-based methods, such as model-predictive…

Robotics · Computer Science 2024-07-30 Shangqun Yu , Nisal Perera , Daniel Marew , Donghyun Kim