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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

This paper aims to explore the relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients. Under certain regular conditions for the coefficients, the…

Optimization and Control · Mathematics 2020-12-10 Yuchao Dong , Qingxin Meng , Qi Zhang

Accurately finding and predicting dynamics based on the observational data with noise perturbations is of paramount significance but still a major challenge presently. Here, for the Hamiltonian mechanics, we propose the Hamiltonian Neural…

Mathematical Physics · Physics 2024-06-05 Jingdong Zhang , Qunxi Zhu , Wei Lin

In neural combinatorial optimization (CO), reinforcement learning (RL) can turn a deep neural net into a fast, powerful heuristic solver of NP-hard problems. This approach has a great potential in practical applications because it allows…

Machine Learning · Computer Science 2021-07-14 Yeong-Dae Kwon , Jinho Choo , Byoungjip Kim , Iljoo Yoon , Youngjune Gwon , Seungjai Min

It is strange but fruitful to think about the functions as random processes. Any function can be viewed as a martingale (in many different ways) with discrete time. But it can be useful to have continuous time too. Processes can emulate…

Probability · Mathematics 2011-06-21 Alexander Volberg

Hamiltonian neural networks (HNNs) represent a promising class of physics-informed deep learning methods that utilize Hamiltonian theory as foundational knowledge within neural networks. However, their direct application to engineering…

Machine Learning · Computer Science 2025-02-21 Sarvin Moradi , Gerben I. Beintema , Nick Jaensson , Roland Tóth , Maarten Schoukens

Learning maps between function spaces with a strong inductive bias is a central challenge in soft computing, especially when training data are scarce and standard deep architectures overfit. We introduce a \emph{neural integral operator}…

Machine Learning · Computer Science 2026-05-26 Emanuele Zappala , Alice Giola , Andreas Kramer , Saugat Acharya , Enrico Greco

We propose an extended Fourier neural operator (FNO) architecture for learning state and linear quadratic additive optimal control of systems governed by partial differential equations. Using the Ehrenpreis-Palamodov fundamental principle,…

Machine Learning · Computer Science 2026-04-08 Zhexian Li , Ketan Savla

We consider a deterministic optimal control problem with a maximum running cost functional, in a finite horizon context, and propose deep neural network approximations for Bellman's dynamic programming principle, corresponding also to some…

Optimization and Control · Mathematics 2022-10-11 Olivier Bokanowski , Xavier Warin , Averil Prost

Since Peng (1993) established a local maximum principle for a general stochastic control problem governed by forward-backward stochastic differential equations (FBSDEs), the corresponding partial differential equation (PDE) characterization…

Optimization and Control · Mathematics 2025-08-07 Yuhong Xu , Shuzhen Yang

We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…

Optimization and Control · Mathematics 2024-11-12 Peter Markowich , Simone Portaro

We derive first-order Pontryagin optimality conditions for stochastic optimal control with deterministic controls for systems modeled by rough differential equations (RDE) driven by Gaussian rough paths. This Pontryagin Maximum Principle…

Optimization and Control · Mathematics 2025-10-07 Thomas Lew

We develop compositional learning algorithms for coupled dynamical systems, with a particular focus on electrical networks. While deep learning has proven effective at modeling complex relationships from data, compositional couplings…

Machine Learning · Computer Science 2025-09-09 Cyrus Neary , Nathan Tsao , Ufuk Topcu

This paper investigates the relationship between Pontryagin's maximum principle and dynamic programming principle in the context of stochastic optimal control systems governed by stochastic evolution equations with random coefficients in…

Optimization and Control · Mathematics 2025-11-05 Dingqian Gao , Qi Lü

Many real-life applications involve controlling high-dimensional multi-agent systems in real-time. Existing optimal control solvers often suffer from the curse-of-dimensionality and require complete rerunning for each new problem setting.…

Optimization and Control · Mathematics 2026-05-15 Alan John Varghese , Shanqing Liu , Paula Chen , Yaochen Zhu , Jérôme Darbon , George Em Karniadakis

In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…

Optimization and Control · Mathematics 2025-06-17 Hui Sun , Feng Bao

In this paper, we propose Neumann Series Neural Operator (NSNO) to learn the solution operator of Helmholtz equation from inhomogeneity coefficients and source terms to solutions. Helmholtz equation is a crucial partial differential…

Numerical Analysis · Mathematics 2024-01-25 Fukai Chen , Ziyang Liu , Guochang Lin , Junqing Chen , Zuoqiang Shi

We propose a physics-informed neural networks (PINNs) framework to solve the infinite-horizon optimal control problem of nonlinear systems. In particular, since PINNs are generally able to solve a class of partial differential equations…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Filippos Fotiadis , Kyriakos G. Vamvoudakis

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

Magnetohydrodynamics (MHD) plays a pivotal role in describing the dynamics of plasma and conductive fluids, essential for understanding phenomena such as the structure and evolution of stars and galaxies, and in nuclear fusion for plasma…

Computational Physics · Physics 2024-10-11 Taeyoung Kim , Youngsoo Ha , Myungjoo Kang