Related papers: Unlocked Backpropagation using Wave Scattering
We consider optimal control of the scalar wave equation where the control enters as a coefficient in the principal part. Adding a total variation penalty allows showing existence of optimal controls, which requires continuity results for…
Continuous-depth neural networks, such as Neural ODEs, have refashioned the understanding of residual neural networks in terms of non-linear vector-valued optimal control problems. The common solution is to use the adjoint sensitivity…
Deep neural networks employing error back-propagation for learning can suffer from exploding and vanishing gradient problems. Numerous solutions have been proposed such as normalisation techniques or limiting activation functions to linear…
As deep learning applications continue to deploy increasingly large artificial neural networks, the associated high energy demands are creating a need for alternative neuromorphic approaches. Optics and photonics are particularly compelling…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
Training a neural network using backpropagation algorithm requires passing error gradients sequentially through the network. The backward locking prevents us from updating network layers in parallel and fully leveraging the computing…
In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…
This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…
Understanding the complex patterns in space-time exhibited by active systems has been the subject of much interest in recent times. Complementing this forward problem is the inverse problem of controlling active matter. Here we use optimal…
Machine learning algorithms, and more in particular neural networks, arguably experience a revolution in terms of performance. Currently, the best systems we have for speech recognition, computer vision and similar problems are based on…
This paper addresses the problem of designing recommendation systems for social networks and e-commerce platforms from a control-theoretic perspective. We treat the design of recommendation systems as a state-feedback infinite-horizon…
The Backpropagation algorithm relies on the abstraction of using a neural model that gets rid of the notion of time, since the input is mapped instantaneously to the output. In this paper, we claim that this abstraction of ignoring time,…
We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
Over the recent past data-driven algorithms for solving stochastic optimal control problems in face of model uncertainty have become an increasingly active area of research. However, for singular controls and underlying diffusion dynamics…
Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…