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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

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations…

Machine Learning · Computer Science 2022-09-22 Sheo Yon Jhin , Jaehoon Lee , Minju Jo , Seungji Kook , Jinsung Jeon , Jihyeon Hyeong , Jayoung Kim , Noseong Park

A pattern of interpolation nodes on the disk is studied, for which the interpolation problem is theoretically unisolvent, and which renders a minimal numerical condition for the collocation matrix when the standard basis of Zernike…

Numerical Analysis · Mathematics 2018-07-16 D. Ramos-Lopez , M. A. Sanchez-Granero , M. Fernandez-Martinez , A. Martinez-Finkelshtein

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

Optimization and Control · Mathematics 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

In this paper, we design a controller for an interconnected system composed of a linear Stochastic Differential Equation (SDE) controlled through a linear hetero-directional hyperbolic Partial Differential Equation (PDE). Our objective is…

Optimization and Control · Mathematics 2025-02-19 Gabriel Velho , Jean Auriol , Islam Boussaada , Riccardo Bonalli

Neural networks have been applied to control problems, typically by combining data, differential equation residuals, and objective costs in the training loss or by incorporating auxiliary architectural components. Instead, we propose a…

Optimization and Control · Mathematics 2026-04-10 Oliver G. S. Lundqvist , Fabricio Oliveira

We propose a fast, simple and robust algorithm for computing shortest paths and distances on Riemannian manifolds learned from data. This amounts to solving a system of ordinary differential equations (ODEs) subject to boundary conditions.…

Machine Learning · Statistics 2019-01-23 Georgios Arvanitidis , Søren Hauberg , Philipp Hennig , Michael Schober

We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…

Optimization and Control · Mathematics 2018-09-05 Gunther Reissig , Matthias Rungger

Optimal control problem is typically solved by first finding the value function through Hamilton-Jacobi equation (HJE) and then taking the minimizer of the Hamiltonian to obtain the control. In this work, instead of focusing on the value…

Optimization and Control · Mathematics 2021-09-10 Alain Bensoussan , Jiayue Han , Sheung Chi Phillip Yam , Xiang Zhou

This paper is concerned with the designing, analyzing and implementing linear and nonlinear discretization scheme for the distributed optimal control problem (OCP) with the Cahn-Hilliard (CH) equation as constrained. We propose three…

Optimization and Control · Mathematics 2023-07-19 Gobinda Garai , Bankim C. Mandal

This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…

Numerical Analysis · Mathematics 2023-08-08 Federico Pichi , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

We analyze discrete optimal control problems and their connection with back propagation and deep learning. We consider in particular the symmetric representation of the discrete rigid body equations developed via optimal control analysis…

Optimization and Control · Mathematics 2024-04-11 Anthony M. Bloch , Peter E. Crouch , Tudor S. Ratiu

This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…

Systems and Control · Computer Science 2018-11-16 Siddharth H. Nair , Ravi N. Banavar

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…

Optimization and Control · Mathematics 2022-02-16 Timm Faulwasser , Bernhard Maschke , Friedrich Philipp , Manuel Schaller , Karl Worthmann

We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and…

Optimization and Control · Mathematics 2014-09-30 Ryo Takei , Weiyan Chen , Zachary Clawson , Slav Kirov , Alexander Vladimirsky

We propose a reformulation of the problem of optimally controlled transitions in stochastic thermodynamics. We impose that any terminal cost specified by a thermodynamic functional should depend only on state variables and not on control…

Statistical Mechanics · Physics 2025-10-03 Julia Sanders , Paolo Muratore-Ginanneschi

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

This paper develops an embedding-based approach to solve switched optimal control problems (SOCPs) with an arbitrary number of subsystems. Initially, the discrete switching signal is represented by a set of binary variables, encoding each…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Masoud S. Sakha , Rushikesh Kamalapurkar

Mixed integer predictive control deals with optimizing integer and real control variables over a receding horizon. The mixed integer nature of controls might be a cause of intractability for instances of larger dimensions. To tackle this…

Optimization and Control · Mathematics 2010-03-16 Dario Bauso
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