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In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…

Systems and Control · Electrical Eng. & Systems 2019-11-22 Zeji Yi , Zhefeng Cao , Evangelos Theodorou , Yongxin Chen

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

We generalize the Maximum Principle for free end point optimal control problems involving sweeping systems derived in [9] to cover the case where the end point is constrained to take values in a certain set. As in [9], an ingenious smooth…

Optimization and Control · Mathematics 2021-06-22 M. d. R. de Pinho , M. Margarida A. Ferreira , Georgi Smirnov

The paper addresses a new class of optimal control problems governed by the dissipative and discontinuous differential inclusion of the sweeping/Moreau process while using controls to determine the best shape of moving convex polyhedra in…

Optimization and Control · Mathematics 2015-06-16 Giovanni Colombo , René Henrion , Nguyen Dinh Hoang , Boris S. Mordukhovich

Diverse inverse problems in imaging can be cast as variational problems composed of a task-specific data fidelity term and a regularization term. In this paper, we propose a novel learnable general-purpose regularizer exploiting recent…

Optimization and Control · Mathematics 2020-02-19 Erich Kobler , Alexander Effland , Karl Kunisch , Thomas Pock

Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…

Optimization and Control · Mathematics 2025-09-23 Liam Hallinan , Ioannis Lestas

Control theory of dynamical systems offers a powerful framework for tackling challenges in deep neural networks and other machine learning architectures. We show that concepts such as simultaneous and ensemble controllability offer new…

Optimization and Control · Mathematics 2025-12-19 Enrique Zuazua

Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…

Optimization and Control · Mathematics 2021-06-18 Jiequn Han , Ruimeng Hu

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Han Wang , Di Wu , Lin Cheng , Shengping Gong , Xu Huang

We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…

Optimization and Control · Mathematics 2024-06-28 Daniel Wachsmuth

The paper concerns the study and applications of a new class of optimal control problems governed by a perturbed sweeping process of the hysteresis type with control functions acting in both play-and-stop operator and additive…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

Learning optimal feedback control laws capable of executing optimal trajectories is essential for many robotic applications. Such policies can be learned using reinforcement learning or planned using optimal control. While reinforcement…

Machine Learning · Computer Science 2019-10-14 Michael Lutter , Boris Belousov , Kim Listmann , Debora Clever , Jan Peters

This work considers artificial feed-forward neural networks as parametric approximators in optimal control of discrete-time systems. Two different approaches are introduced to take polytopic input constraints into account. The first…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Lukas Markolf , Olaf Stursberg

Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…

Optimization and Control · Mathematics 2015-03-25 Hua Chen , Wei Zhang

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

Probability · Mathematics 2008-12-20 Seid Bahlali

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

The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. The optimal control model has already been studied both in…

Optimization and Control · Mathematics 2007-11-26 Silvia Faggian