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Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…

Optimization and Control · Mathematics 2023-01-24 Taras Lukashiv , Yuliia Litvinchuk , Igor Malyk , Anna Golebiewska , Petr V. Nazarov

This paper presents an optimal control problem to analyze the efficacy of counter-terrorism tactics. We present an algorithm that efficiently combines the Minimum Principle of Pontryagin, the shooting method and the cyclic descent of…

Optimization and Control · Mathematics 2025-01-16 L. Bayon , P. Fortuny Ayuso , P. J. Garcia-Nieto , J. M. Grau , M. M. Ruiz

Optimal Control Theory is a powerful mathematical tool, which has known a rapid development since the 1950s, mainly for engineering applications. More recently, it has become a widely used method to improve process performance in quantum…

Quantum Physics · Physics 2021-09-16 U. Boscain , M. Sigalotti , D. Sugny

We consider piecewise-deterministic optimal control problems in which the environment randomly switches among several deterministic modes, and the goal is to optimize the expected cost up to the termination while taking the likelihood of…

Optimization and Control · Mathematics 2015-12-31 Zhengdi Shen , Alexander Vladimirsky

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

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…

Optimization and Control · Mathematics 2023-02-21 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…

Optimization and Control · Mathematics 2019-10-22 Benoît Bonnet

Safety filters provide a practical approach for enforcing safety constraints in autonomous systems. While learning-based tools scale to high-dimensional systems, their performance depends on informative data that includes states likely to…

Robotics · Computer Science 2026-04-16 James Dallas , Thomas Lew , John Talbot , Jonathan DeCastro , Somil Bansal , John Subosits

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

A heroin epidemic mathematical model with prevention information and treatment, as control interventions, is analyzed, assuming that an individual's behavioral response depends on the spreading of information about the effects of heroin.…

Optimization and Control · Mathematics 2022-10-24 Puthur Thangaraj Sowndarrajan , Lingeshwaran Shangerganesh , Amar Debbouche , Delfim F. M. Torres

This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

Optimization and Control · Mathematics 2014-09-18 Amin Jajarmi , Hamidreza Ramezanpour , Arman Sargolzaei , Pouyan Shafaei

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

We present a novel framework for optimal control in both classical and quantum systems. Our approach leverages the Dirac--Bergmann algorithm: a systematic method for formulating and solving constrained dynamical systems. In contrast to the…

Quantum Physics · Physics 2025-11-25 Davit Aghamalyan , Aleek Maity , Varun Narasimhachar , V V Sreedhar

In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…

Optimization and Control · Mathematics 2026-01-16 Andreas A. Malikopoulos

In this paper, we address the adversarial training of neural ODEs from a robust control perspective. This is an alternative to the classical training via empirical risk minimization, and it is widely used to enforce reliable outcomes for…

Optimization and Control · Mathematics 2024-04-02 Cristina Cipriani , Alessandro Scagliotti , Tobias Wöhrer

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

We study the reduction of degrees of freedom for the equations that determine necessary optimality conditions for extrema in an optimal control problem for a multiagent system by exploiting the physical symmetries of agents, where the…

Optimization and Control · Mathematics 2020-11-25 Leonardo Colombo , Dimos V. Dimarogonas