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We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…

Optimization and Control · Mathematics 2024-09-04 Olivier Bokanowski , Xavier Warin

Optimization of deep neural networks (DNNs) has been a driving force in the advancement of modern machine learning and artificial intelligence. With DNNs characterized by a prolonged sequence of nonlinear propagation, determining their…

Machine Learning · Computer Science 2025-10-17 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

This paper details a methodology to transcribe an optimal control problem into a nonlinear program for generation of the trajectories that optimize a given functional by approximating only the highest order derivatives of a given system's…

Optimization and Control · Mathematics 2025-09-09 Thomas L. Ahrens , Ian M. Down , Manoranjan Majji

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

Optimal control theory, also known as Pontryagin's Maximum Principle, is applied to the quantum parameter estimation in the presence of decoherence. An efficient procedure is devised to compute the gradient of quantum Fisher information…

Quantum Physics · Physics 2022-05-03 Chungwei Lin , Yanting Ma , Dries Sels

This paper presents a mathematical framework for optimizing drug delivery in cancer treatment using a nonlocal model of solid tumor growth. We present a coupled system of partial differential equations that incorporate long-range cellular…

Optimization and Control · Mathematics 2025-03-13 Bouhamidi Abderrahman , El Harraki Imad , Melouani Yassine

This paper develops a Pontryagin Differentiable Programming (PDP) methodology, which establishes a unified framework to solve a broad class of learning and control tasks. The PDP distinguishes from existing methods by two novel techniques:…

Machine Learning · Computer Science 2021-01-13 Wanxin Jin , Zhaoran Wang , Zhuoran Yang , Shaoshuai Mou

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang

We investigate the long-time dynamics and optimal control problem of a diffuse interface model that describes the growth of a tumor in presence of a nutrient and surrounded by host tissues. The state system consists of a Cahn-Hilliard type…

Analysis of PDEs · Mathematics 2023-07-28 Cecilia Cavaterra , Elisabetta Rocca , Hao Wu

In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…

Optimization and Control · Mathematics 2021-06-23 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

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

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 propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

Reinforcement learning algorithms are gaining popularity in fields in which optimal scheduling is important, and oncology is not an exception. The complex and uncertain dynamics of cancer limit the performance of traditional model-based…

Machine Learning · Computer Science 2019-09-04 Jesus Tordesillas , Juncal Arbelaiz

Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

Machine Learning · Computer Science 2022-09-20 Lucas Böttcher , Thomas Asikis

In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti

Unsupervised deep learning approaches have recently become one of the crucial research areas in imaging owing to their ability to learn expressive and powerful reconstruction operators even when paired high-quality training data is scarcely…

Computer Vision and Pattern Recognition · Computer Science 2023-11-30 Marcello Carioni , Subhadip Mukherjee , Hong Ye Tan , Junqi Tang

The uncontrolled proliferation of cancer cells and their interaction with healthy tissue poses a major challenge in oncology. This manuscript develops and analyzes mathematical models that describe tumor response to radiotherapy by…

The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…

Optimization and Control · Mathematics 2011-09-27 Joris T. Olympio

In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…

Optimization and Control · Mathematics 2018-09-07 AbdulRahman Al-Hussein , Boulakhras Gherbal