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Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

This paper presents a novel, mathematically rigorous framework for autoencoder-type deep neural networks that combines optimal control theory and low-rank tensor methods to yield memory-efficient training and automated architecture…

Optimization and Control · Mathematics 2025-09-11 Ratna Khatri , Anthony Kolshorn , Colin Olson , Harbir Antil

We study the optimal control problem of allocating campaigning resources over the campaign duration and degree classes in a social network. Information diffusion is modeled as a Susceptible-Infected epidemic and direct recruitment of…

Social and Information Networks · Computer Science 2016-10-27 Kundan Kandhway , Joy Kuri

A deep neural network (DNN) based power control method is proposed, which aims at solving the non-convex optimization problem of maximizing the sum rate of a multi-user interference channel. Towards this end, we first present PCNet, which…

Signal Processing · Electrical Eng. & Systems 2019-03-12 Fei Liang , Cong Shen , Wei Yu , Feng Wu

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

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…

Optimization and Control · Mathematics 2024-01-09 Guomin Liu , Jian Song , Meng Wang

Optimal control deals with optimization problems in which variables steer a dynamical system, and its outcome contributes to the objective function. Two classical approaches to solving these problems are Dynamic Programming and the…

Optimization and Control · Mathematics 2023-12-18 Alessandro Betti , Michele Casoni , Marco Gori , Simone Marullo , Stefano Melacci , Matteo Tiezzi

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

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

We consider a system of two coupled integro-differential equations modelling populations of healthy and cancer cells under therapy. Both populations are structured by a phenotypic variable, representing their level of resistance to the…

Optimization and Control · Mathematics 2016-12-15 Camille Pouchol , Jean Clairambault , Alexander Lorz , Emmanuel Trélat

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…

Optimization and Control · Mathematics 2020-05-05 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

We present an approach for solving optimal Dirichlet boundary control problems of nonlinear optics by using deep learning. For computing high resolution approximations of the solution to the nonlinear wave model, we propose higher order…

Numerical Analysis · Mathematics 2023-12-27 Nils Margenberg , Franz X. Kärtner , Markus Bause

This paper concerns optimal control problems for a class of sweeping processes governed by discontinuous unbounded differential inclusions that are described via normal cone mappings to controlled moving sets. Largely motivated by…

Optimization and Control · Mathematics 2018-05-01 Nguyen D. Hoang , Boris S. Mordukhovich

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…

Machine Learning · Computer Science 2023-10-25 Zenin Easa Panthakkalakath , Juraj Kardoš , Olaf Schenk

This work develops a novel power control framework for energy-efficient power control in wireless networks. The proposed method is a new branch-and-bound procedure based on problem-specific bounds for energy-efficiency maximization that…

Information Theory · Computer Science 2020-07-13 Bho Matthiesen , Alessio Zappone , Karl-L. Besser , Eduard A. Jorswieck , Merouane Debbah

In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…

Probability · Mathematics 2019-10-07 Kaitong Hu , Anna Kazeykina , Zhenjie Ren