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Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

Optimization and Control · Mathematics 2026-03-06 Bastien Berret , Frédéric Jean

The development of foundation models for functional magnetic resonance imaging (fMRI) time series holds significant promise for predicting phenotypes related to disease and cognition. Current models, however, are often trained using a…

Machine Learning · Computer Science 2026-03-03 Sam Gijsen , Marc-Andre Schulz , Kerstin Ritter

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

We develop a computationally efficient learning-based forward-backward stochastic differential equations (FBSDE) controller for both continuous and hybrid dynamical (HD) systems subject to stochastic noise and state constraints. Solutions…

Systems and Control · Electrical Eng. & Systems 2023-05-12 Bolun Dai , Prashanth Krishnamurthy , Andrew Papanicolaou , Farshad Khorrami

In this paper, we propose a new methodology for state constrained stochastic optimal control (SOC) problems. The solution is based on past work in solving SOC problems using forward-backward stochastic differential equations (FBSDE). Our…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Bolun Dai , Prashanth Krishnamurthy , Andrew Papanicolaou , Farshad Khorrami

We propose a probabilistic framework for developing computational models of biological neural systems. In this framework, physiological recordings are viewed as discrete-time partial observations of an underlying continuous-time stochastic…

Neurons and Cognition · Quantitative Biology 2026-02-10 Ahmed ElGazzar , Marcel van Gerven

Many real-world datasets, such as healthcare, climate, and economics, are often collected as irregular time series, which poses challenges for accurate modeling. In this paper, we propose the Amortized Control of continuous State Space…

Machine Learning · Statistics 2025-03-03 Byoungwoo Park , Hyungi Lee , Juho Lee

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Systems and Control · Computer Science 2014-12-10 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

The neural dynamics underlying brain activity are critical to understanding cognitive processes and mental disorders. However, current voxel-based whole-brain dimensionality reduction techniques fall short of capturing these dynamics,…

Neurons and Cognition · Quantitative Biology 2023-05-25 Eloy Geenjaar , Donghyun Kim , Riyasat Ohib , Marlena Duda , Amrit Kashyap , Sergey Plis , Vince Calhoun

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

We present a novel on-policy algorithm for solving stochastic optimal control (SOC) problems. By leveraging the Girsanov theorem, our method directly computes on-policy gradients of the SOC objective without expensive backpropagation…

Machine Learning · Computer Science 2025-05-14 Mengjian Hua , Mathieu Laurière , Eric Vanden-Eijnden

Hyperbolic geometry has been successfully applied in modeling brain cortical and subcortical surfaces with general topological structures. However such approaches, similar to other surface based brain morphology analysis methods, usually…

Image and Video Processing · Electrical Eng. & Systems 2021-02-23 J. Zhang , Q. Dong , J. Shi , Q. Li , C. M. Stonnington , B. A. Gutman , K. Chen , E. M. Reiman , R. J. Caselli , P. M. Thompson , J. Ye , Y. Wang

In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…

Robotics · Computer Science 2018-03-28 Arun Kumar Singh , Sigal Berman , Ilana Nisky

In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…

Optimization and Control · Mathematics 2025-06-17 Hui Sun , Feng Bao

A central challenge in the computational modeling of neural dynamics is the trade-off between accuracy and simplicity. At the level of individual neurons, nonlinear dynamics are both experimentally established and essential for neuronal…

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Approximate methods to solve stochastic optimal control (SOC) problems have received significant interest from researchers in the past decade. Probabilistic inference approaches to SOC have been developed to solve nonlinear quadratic…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Shahbaz P Qadri Syed , He Bai

The apparent stochasticity of in-vivo neural circuits has long been hypothesized to represent a signature of ongoing stochastic inference in the brain. More recently, a theoretical framework for neural sampling has been proposed, which…

Neurons and Cognition · Quantitative Biology 2017-03-14 Mihai A. Petrovici , Ilja Bytschok , Johannes Bill , Johannes Schemmel , Karlheinz Meier

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

Neurons and Cognition · Quantitative Biology 2019-08-21 Benjamin Plaster , Gautam Kumar
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