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The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

Machine Learning · Statistics 2016-09-13 Yuval Harel , Ron Meir , Manfred Opper

We present GO-CBED, a goal-oriented Bayesian framework for sequential causal experimental design. Unlike conventional approaches that select interventions aimed at inferring the full causal model, GO-CBED directly maximizes the expected…

Machine Learning · Computer Science 2025-07-11 Zheyu Zhang , Jiayuan Dong , Jie Liu , Xun Huan

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

The uncertainty of the sensing target brings great challenge to the beamforming design of the integrated sensing and communication (ISAC) system. To address this issue, we model the scattering coefficient and azimuth angle of the target as…

Signal Processing · Electrical Eng. & Systems 2025-02-12 Zongyao Zhao , Zhenyu Liu , Wei Dai , Xinke Tang , Xiao-Ping Zhang , Yuhan Dong

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

We consider the bilinear optimal control of an advection-reaction-diffusion system, where the control arises as the velocity field in the advection term. Such a problem is generally challenging from both theoretical analysis and algorithmic…

Optimization and Control · Mathematics 2021-01-08 Roland Glowinski , Yongcun Song , Xiaoming Yuan , Hangrui Yue

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…

Optimization and Control · Mathematics 2024-03-13 Liuhong Chen , Ju Ming , Max D. Gunzburger

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…

Image and Video Processing · Electrical Eng. & Systems 2021-12-02 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

We investigate several control strategies for the transport of an excitation along a spin chain. We demonstrate that fast, high fidelity transport can be achieved using protocols designed with differentiable programming. Building on this,…

Quantum Physics · Physics 2022-11-30 Luuk Coopmans , Steve Campbell , Gabriele De Chiara , Anthony Kiely

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…

Optimization and Control · Mathematics 2017-11-27 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

We review recent literature that proposes to adapt ideas from classical model based optimal design of experiments to problems of data selection of large datasets. Special attention is given to bias reduction and to protection against…

Methodology · Statistics 2018-12-03 Elena Pesce , Eva Riccomagno

In this paper, the empirical controllability covariance (ECC), which is calculated around the considered operating condition of a power system, is applied to quantify the degree of controllability of system voltages under specific dynamic…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Weihong Huang , Kai Sun , Wei Kang

The optimal controller design problem for systems equipped with sensors that measure only relative, rather than absolute, quantities is considered. This relative measurement structure is formulated as a design constraint; it is demonstrated…

Systems and Control · Electrical Eng. & Systems 2024-03-25 Walden Marshall , Bassam Bamieh , Emily Jensen

Achieving optimality in controlling physical systems is a profound challenge across diverse scientific and engineering fields, spanning neuromechanics, biochemistry, autonomous systems, economics, and beyond. Traditional solutions, relying…

Optimization and Control · Mathematics 2025-02-14 Tingli Hu , Sami Haddadin

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient goal-oriented uncertainty quantification for inverse problems. Contrary to standard inverse problems, these approaches are…

Numerical Analysis · Mathematics 2023-10-02 Babak Maboudi Afkham , Julianne Chung , Matthias Chung

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti
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