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Unconstrained optimization problems are typically solved using iterative methods, which often depend on line search techniques to determine optimal step lengths in each iteration. This paper introduces a novel line search approach.…

Optimization and Control · Mathematics 2024-05-20 Sören Laue , Tomislav Prusina

We consider a finite-horizon linear-quadratic optimal control problem where only a limited number of control messages are allowed for sending from the controller to the actuator. To restrict the number of control actions computed and…

Systems and Control · Computer Science 2017-01-19 Burak Demirel , Euhanna Ghadimi , Daniel E. Quevedo , Mikael Johansson

In simulation-based optimization, the optimal setting of the input parameters of the objective function can be determined by heuristic optimization techniques. However, when simulators model the stochasticity of real-world problems, their…

Machine Learning · Statistics 2020-05-26 Manuel Dalcastagné , Andrea Mariello , Roberto Battiti

This paper introduces a novel approach to urban pathfinding by transforming traditional heuristic-based algorithms into deep learning models that leverage real-time contextual data, such as traffic and weather conditions. We propose two…

Artificial Intelligence · Computer Science 2024-11-26 Mohamed Hussein Abo El-Ela , Ali Hamdi Fergany

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

Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…

Optimization and Control · Mathematics 2021-06-18 Jiequn Han , Ruimeng Hu

We introduce a generic template for developing regret minimization algorithms in the Stochastic Shortest Path (SSP) model, which achieves minimax optimal regret as long as certain properties are ensured. The key of our analysis is a new…

Machine Learning · Computer Science 2021-11-11 Liyu Chen , Mehdi Jafarnia-Jahromi , Rahul Jain , Haipeng Luo

The unrestricted block relocation problem is an important optimization problem encountered at terminals, where containers are stored in stacks. It consists in determining the minimum number of container moves so as to empty the considered…

Discrete Mathematics · Computer Science 2019-09-13 Dominique Feillet , Sophie N. Parragh , Fabien Tricoire

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

In this paper, we describe the hyper-parameter search problem in the field of machine learning and present a heuristic approach in an attempt to tackle it. In most learning algorithms, a set of hyper-parameters must be determined before…

Machine Learning · Computer Science 2020-01-14 Wei Hao Khoong

The motivation of this work is to illustrate the efficiency of some often overlooked alternatives to deal with optimization problems in systems and control. In particular, we will consider a problem for which an iterative linear matrix…

Optimization and Control · Mathematics 2011-07-05 Emile Simon , Vincent Wertz

Heuristic search algorithms, e.g. A*, are the commonly used tools for pathfinding on grids, i.e. graphs of regular structure that are widely employed to represent environments in robotics, video games etc. Instance-independent heuristics…

Artificial Intelligence · Computer Science 2022-12-23 Daniil Kirilenko , Anton Andreychuk , Aleksandr Panov , Konstantin Yakovlev

Intelligent autonomous path planning is essential for enhancing the exploration efficiency of mobile robots operating in uneven terrains like planetary surfaces and off-road environments.In this paper, we propose the NNPP model for…

Robotics · Computer Science 2024-06-21 Yiming Ji , Yang Liu , Guanghu Xie , Boyu Ma , Zongwu Xie , Baoshi Cao

Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…

Information Theory · Computer Science 2018-10-15 Dhruva Kartik , Ekraam Sabir , Urbashi Mitra , Prem Natarajan

We consider the problem of optimal planning in stochastic domains with resource constraints, where the resources are continuous and the choice of action at each step depends on resource availability. We introduce the HAO* algorithm, a…

Artificial Intelligence · Computer Science 2014-01-16 Nicolas Meuleau , Emmanuel Benazera , Ronen I. Brafman , Eric A. Hansen , Mausam

In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…

Optimization and Control · Mathematics 2023-05-22 David Angeli , Lars Grüne

Most optimization problems in real life applications are often highly nonlinear. Local optimization algorithms do not give the desired performance. So, only global optimization algorithms should be used to obtain optimal solutions. This…

Neural and Evolutionary Computing · Computer Science 2012-11-28 Mohammed El-Dosuky , Ahmed EL-Bassiouny , Taher Hamza , Magdy Rashad

Decision processes with incomplete state feedback have been traditionally modeled as Partially Observable Markov Decision Processes. In this paper, we present an alternative formulation based on probabilistic regular languages. The proposed…

Optimization and Control · Mathematics 2009-08-07 Ishanu Chattopadhyay , Asok Ray

The linear functional strategy for the regularization of inverse problems is considered. For selecting the regularization parameter therein, we propose the heuristic quasi-optimality principle and some modifications including the smoothness…

Numerical Analysis · Mathematics 2018-05-23 Stefan Kindermann , Sergiy Pereverzyev , Andrey Pilipenko

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

Machine Learning · Computer Science 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut
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