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Statistical Mechanics deals with ensembles of microstates that are compatible with fixed constraints and that on average define a thermodynamic macrostate. The evolution of a small system is normally subjected to changing constraints and…

Statistical Mechanics · Physics 2016-10-26 J. Ricardo Arias-Gonzalez

Data-driven control offers a powerful alternative to traditional model-based methods, particularly when accurate system models are unavailable or prohibitively complex. While existing data-driven control methods primarily aim to construct…

Systems and Control · Electrical Eng. & Systems 2026-01-12 Janina Schaa , Thomas Berger

We develop a toolbox for exact analysis of iterative algorithms on a class of high-dimensional nonconvex optimization problems with random data. While prior work has shown that low-dimensional statistics of (generalized) first-order methods…

Statistics Theory · Mathematics 2025-07-29 Michael Celentano , Chen Cheng , Ashwin Pananjady , Kabir Aladin Verchand

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Michael Hibbard , Kirsten Tuggle , Takashi Tanaka

Partially observed control problems are a challenging aspect of reinforcement learning. We extend two related, model-free algorithms for continuous control -- deterministic policy gradient and stochastic value gradient -- to solve partially…

Machine Learning · Computer Science 2015-12-15 Nicolas Heess , Jonathan J Hunt , Timothy P Lillicrap , David Silver

In this paper we consider the Moreau's sweeping processes driven by a time dependent prox-regular set $C(t)$ which is continuous in time with respect to the asymmetric distance $e$ called the excess, defined by $e(A,B) := \sup_{x \in A}…

Classical Analysis and ODEs · Mathematics 2025-07-30 Vincenzo Recupero , Federico Stra

In contexts where data samples represent a physically stable state, it is often assumed that the data points represent the local minima of an energy landscape. In control theory, it is well-known that energy can serve as an effective…

Machine Learning · Computer Science 2024-02-09 Christopher Iliffe Sprague , Arne Elofsson , Hossein Azizpour

This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting…

Optimization and Control · Mathematics 2021-03-30 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich

We are studying long term sequence prediction (forecasting). We approach this by investigating criteria for choosing a compact useful state representation. The state is supposed to summarize useful information from the history. We want a…

Machine Learning · Computer Science 2012-02-10 Peter Sunehag , Marcus Hutter

Constraint based causal structure learning for point processes require empirical tests of local independence. Existing tests require strong model assumptions, e.g. that the true data generating model is a Hawkes process with no latent…

Methodology · Statistics 2021-10-26 Nikolaj Thams , Niels Richard Hansen

A class of non-autonomous differential inclusions in a Hilbert space setting is considered. The well-posedness for this class is shown by establishing the mappings involved as maximal monotone relations. Moreover, the causality of the so…

Analysis of PDEs · Mathematics 2014-03-07 Sascha Trostorff , Maria Wehowski

Predictable forward performance processes (PFPPs) are stochastic optimal control frameworks for an agent who controls a randomly evolving system but can only prescribe the system dynamics for a short period ahead. This is a common scenario…

Mathematical Finance · Quantitative Finance 2024-03-26 Bahman Angoshtari , Shida Duan

This paper develops a control scheme, based on the use of Long Short-Term Memory neural network models and Nonlinear Model Predictive Control, which guarantees recursive feasibility with slow time variant set-points and disturbances, input…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Irene Schimperna , Lalo Magni

Classically, to solve differential equation problems, it is necessary to specify sufficient initial and/or boundary conditions so as to allow the existence of a unique solution. Well-posedness of differential equation problems thus involves…

This paper is devoted to studying a system of coupled nonlinear first order history-dependent evolution inclusions in the framework of evolution triples of spaces. The multivalued terms are of the Clarke subgradient or of the convex…

Analysis of PDEs · Mathematics 2023-09-12 S. Migorski

We study the data deletion problem for convex models. By leveraging techniques from convex optimization and reservoir sampling, we give the first data deletion algorithms that are able to handle an arbitrarily long sequence of adversarial…

Machine Learning · Statistics 2020-07-07 Seth Neel , Aaron Roth , Saeed Sharifi-Malvajerdi

We investigate the well-posedness of scalar conservation laws whose flux depends on the solution both pointwise and nonlocally through integral averages. Our analysis is based on a fixed-point formulation, in which the nonlocal dependence…

Analysis of PDEs · Mathematics 2026-04-13 Xiaoqian Gong , Alexander Keimer , Lorenzo Liverani , Hossein Nick Zinat Matin

We establish a coupled fixed points theorem for a meaningful class of mixed monotone multivalued operators and then we use it to derive some results on existence of quasisolutions and solutions to first--order functional differential…

Classical Analysis and ODEs · Mathematics 2011-04-13 Rubén Figueroa , Rodrigo López Pouso

We prove the BV-norm well posedness of sweeping processes driven by a moving convex set with constant shape, namely the BV-norm continuity of the so-called play operator of elasto-plasticity.

Dynamical Systems · Mathematics 2016-09-07 Jana Kopfová , Vincenzo Recupero

We apply methods of the fixed point theory to a Lambda policy iteration with a randomization algorithm for weak contractions mappings. This type of mappings covers a broader range than the strong contractions typically considered in the…

Optimization and Control · Mathematics 2025-10-16 Abdelkader Belhenniche , Roman Chertovskih