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We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

The Bass diffusion equation is a well-known and established modeling approach for describing new product adoption in a competitive market. This model also describes diffusion phenomena in various contexts: infectious disease spread modeling…

Optimization and Control · Mathematics 2023-04-25 Gabriel Nicolosi , Christopher Griffin

The objective of this paper is to provide a temporal dynamic model for resting state functional Magnetic Resonance Imaging (fMRI) trajectory to predict future brain images based on the given sequence. To this end, we came up with the model…

Signal Processing · Electrical Eng. & Systems 2020-11-17 Zheyu Wen

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

Network control theory (NCT) has recently been utilized in neuroscience to facilitate our understanding of brain stimulation effects. A particularly useful branch of NCT is optimal control, which focuses on applying theoretical and…

Other Quantitative Biology · Quantitative Biology 2025-01-17 Kangli Dong , Siya Chen , Ying Dan , Lu Zhang , Xinyi Li , Wei Liang , Yue Zhao , Yu Sun

Using deep learning models to recognize functional brain networks (FBNs) in functional magnetic resonance imaging (fMRI) has been attracting increasing interest recently. However, most existing work focuses on detecting static FBNs from…

Computer Vision and Pattern Recognition · Computer Science 2022-06-01 Yiheng Liu , Enjie Ge , Mengshen He , Zhengliang Liu , Shijie Zhao , Xintao Hu , Dajiang Zhu , Tianming Liu , Bao Ge

This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space…

Machine Learning · Statistics 2026-05-15 Juan-Pablo Ortega , Florian Rossmannek

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

We present Neural Stochastic Contraction Metrics (NSCM), a new design framework for provably-stable robust control and estimation for a class of stochastic nonlinear systems. It uses a spectrally-normalized deep neural network to construct…

Machine Learning · Computer Science 2021-01-05 Hiroyasu Tsukamoto , Soon-Jo Chung , Jean-Jacques E. Slotine

Stochastic gradient descent (SGD) is a fundamental tool for training deep neural networks across a variety of tasks. In self-supervised learning, different input categories map to distinct manifolds in the embedded neural state space.…

Statistical Mechanics · Physics 2025-03-04 Guanming Zhang , Stefano Martiniani

Alzheimer's disease (AD) is a complex neurodegenerative disorder characterized by the progressive accumulation of misfolded proteins, leading to cognitive decline. This study presents a novel stochastic modelling approach to simulate the…

Neurons and Cognition · Quantitative Biology 2024-11-06 Alec MacIver , Hina Shaheen

Control of machine learning models has emerged as an important paradigm for a broad range of robotics applications. In this paper, we present a sampling-based nonlinear model predictive control (NMPC) approach for control of neural network…

Robotics · Computer Science 2022-10-06 Iman Askari , Babak Badnava , Thomas Woodruff , Shen Zeng , Huazhen Fang

Electroencephalography (EEG) foundation models hold significant promise for universal Brain-Computer Interfaces (BCIs). However, existing approaches often rely on end-to-end fine-tuning and exhibit limited efficacy under frozen-probing…

Machine Learning · Computer Science 2026-03-20 Jiquan Wang , Sha Zhao , Yangxuan Zhou , Yiming Kang , Shijian Li , Gang Pan

In this paper, we study the maximum principle for stochastic optimal control problems of forward-backward stochastic difference systems (FBS{\Delta}Ss) where the uncertainty is modeled by a discrete time, finite state process, rather than…

Optimization and Control · Mathematics 2019-07-10 Shailin Ji , Haodong Liu

Based on the stochastic maximum principle for the partially coupled forward-backward stochastic control system (FBSCS for short), a modified method of successive approximations (MSA for short) is established for stochastic recursive optimal…

Optimization and Control · Mathematics 2022-01-11 Shaolin Ji , Rundong Xu

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…

Methodology · Statistics 2014-08-06 Umberto Picchini

Recent advances at the intersection of control theory, neuroscience, and machine learning have revealed novel mechanisms by which dynamical systems perform computation. These advances encompass a wide range of conceptual, mathematical, and…

Machine Learning · Computer Science 2026-04-10 Arthur N. Montanari , Francesco Bullo , Dmitry Krotov , Adilson E. Motter

We consider perception-based control using state estimates that are obtained from high-dimensional sensor measurements via learning-enabled perception maps. However, these perception maps are not perfect and result in state estimation…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Shuo Yang , George J. Pappas , Rahul Mangharam , Lars Lindemann

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil
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