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Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

We study deterministic continuous-time lossy dynamical flow networks with constant exogenous demands, fixed routing, and finite flow and buffer capacities. In the considered model, when the total net flow in a cell ---consisting of the…

Dynamical Systems · Mathematics 2019-12-05 Leonardo Massai , Giacomo Como , Fabio Fagnani

Unconditional flow-matching trains diffusion models to transport samples from a source distribution to a target distribution by enforcing that the flows between sample pairs are unique. However, in conditional settings (e.g.,…

Computer Vision and Pattern Recognition · Computer Science 2025-06-06 George Stoica , Vivek Ramanujan , Xiang Fan , Ali Farhadi , Ranjay Krishna , Judy Hoffman

Flow matching trains a neural velocity field by regression against a target velocity associated with a prescribed probability path connecting a simple initial distribution to the data distribution. A central design choice is the path…

Machine Learning · Computer Science 2026-05-21 Shukai Du , Junzhe Zhang , Yiming Li

The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…

Machine Learning · Statistics 2024-12-19 Ludwig Winkler

We consider the problem of designing constraint-aware flow matching (FM) models that address the issue of constraint violations commonly observed in vanilla generative models. We consider two scenarios, viz.: (a) when a differentiable…

Machine Learning · Computer Science 2026-05-01 Zhengyan Huan , Jacob Boerma , Li-Ping Liu , Shuchin Aeron

In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…

Statistical Mechanics · Physics 2009-05-26 Masahiro Kanai , Katsuhiro Nishinari , Tetsuji Tokihiro

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

While generative modeling has achieved remarkable success on tasks like natural language-conditioned image generation, enabling model adaptation from example data points remains a relatively underexplored and challenging problem. To this…

Machine Learning · Computer Science 2026-05-08 Tyler Ingebrand , Ruihan Zhao , Kushagra Gupta , David Fridovich-Keil , Sandeep P. Chinchali , Ufuk Topcu

Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…

Machine Learning · Computer Science 2020-01-09 Junteng Jia , Austin R. Benson

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Predicting the distribution of future states in a stochastic system, known as belief propagation, is fundamental to reasoning under uncertainty. However, nonlinear dynamics often make analytical belief propagation intractable, requiring…

Machine Learning · Computer Science 2025-09-22 Peter Amorese , Morteza Lahijanian

We propose a framework for learning maps between probability distributions that broadly generalizes the time dynamics of flow and diffusion models. To enable this, we generalize stochastic interpolants by replacing the scalar time variable…

Machine Learning · Computer Science 2026-02-26 Hugo Negrel , Florentin Coeurdoux , Michael S. Albergo , Eric Vanden-Eijnden

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We study Bayesian inverse problems with mixed noise, modeled as a combination of additive and multiplicative Gaussian components. While traditional inference methods often assume fixed or known noise characteristics, real-world…

Machine Learning · Computer Science 2025-10-17 Paul Hagemann , Robert Gruhlke , Bernhard Stankewitz , Claudia Schillings , Gabriele Steidl

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese
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