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We propose a neural network approach that yields approximate solutions for high-dimensional optimal control problems and demonstrate its effectiveness using examples from multi-agent path finding. Our approach yields controls in a feedback…

Optimization and Control · Mathematics 2022-06-29 Derek Onken , Levon Nurbekyan , Xingjian Li , Samy Wu Fung , Stanley Osher , Lars Ruthotto

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

Optimization and Control · Mathematics 2023-05-30 Riccardo Bonalli , Benoît Bonnet

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula

Physics-informed neural networks exploit the existing models of the underlying physical systems to generate higher accuracy results with fewer data. Such approaches can help drastically reduce the computation time and generate a good…

Systems and Control · Electrical Eng. & Systems 2021-09-28 Rahul Nellikkath , Spyros Chatzivasileiadis

Given a sequential learning algorithm and a target model, sequential machine teaching aims to find the shortest training sequence to drive the learning algorithm to the target model. We present the first principled way to find such shortest…

Machine Learning · Computer Science 2018-10-17 Laurent Lessard , Xuezhou Zhang , Xiaojin Zhu

The inherent approximation ability of neural networks plays an essential role in adaptive neural control, where the prerequisite for existence of the compact set is crucial in the control designs. Instead of using practical system state, in…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Mingxuan Sun , Shengxiang Zou

Motivated by perception-based control problems in autonomous systems, this paper addresses the problem of developing feedback controllers to regulate the inputs and the states of a dynamical system to optimal solutions of an optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Liliaokeawawa Cothren , Gianluca Bianchin , Sarah Dean , Emiliano Dall'Anese

This paper proposes an integrated quantum-classical approach that merges quantum computational dynamics with classical computing methodologies tailored to address control problems based on Pontryagin's minimum principle within a…

Quantum Physics · Physics 2024-04-24 Nahid Binandeh Dehaghani , A. Pedro Aguiar , Rafal Wisniewski

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals,…

Optimization and Control · Mathematics 2021-10-07 Maxim Staritsyn , Nikolay Pogodaev , Roman Chertovskih , Fernando Lobo Pereira

We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…

Optimization and Control · Mathematics 2023-09-15 Wilhelm Stannat , Alexander Vogler , Lukas Wessels

Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…

Optimization and Control · Mathematics 2026-03-19 Lida Lamakani , Efstratios N. Pistikopoulos

A self-learning approach for optimal feedback gains for finite-horizon nonlinear continuous time control systems is proposed and analysed. It relies on parameter dependent approximations to the optimal value function obtained from a family…

Optimization and Control · Mathematics 2023-02-28 Karl Kunisch , Daniel Walter

We propose a function-learning methodology with a control-theoretical foundation. We parametrise the approximating function as the solution to a control system on a reproducing-kernel Hilbert space, and propose several methods to find the…

Optimization and Control · Mathematics 2024-06-18 Paolo Colusso , Damir Filipović

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

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

In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…

Optimization and Control · Mathematics 2017-09-14 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…

Optimization and Control · Mathematics 2025-11-20 Gage MacLin , Venanzio Cichella , Andrew Patterson , Irene Gregory

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for…

Optimization and Control · Mathematics 2015-12-09 Loïc Bourdin , Emmanuel Trélat

This paper is concerned with devising the nonlinear optimal guidance for intercepting a stationary target with a fixed impact time. According to Pontryagin's Maximum Principle (PMP), some optimality conditions for the solutions of the…

Optimization and Control · Mathematics 2024-01-04 Kun Wang , Zheng Chen , Han Wang , Jun Li