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A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

Entropy regularization is used to get improved optimization performance in reinforcement learning tasks. A common form of regularization is to maximize policy entropy to avoid premature convergence and lead to more stochastic policies for…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Zafarali Ahmed , Doina Precup

The essential step of abstraction-based control synthesis for nonlinear systems to satisfy a given specification is to obtain a finite-state abstraction of the original systems. The complexity of the abstraction is usually the dominating…

Systems and Control · Electrical Eng. & Systems 2023-03-13 Yiming Meng , Jun Liu

Typically when designing distributed controllers it is assumed that the state-space model of the plant consists of sparse matrices. However, in the discrete-time setting, if one begins with a continuous-time model, the discretization…

Optimization and Control · Mathematics 2019-03-28 James Anderson , Nikolai Matni , Yuxiao Chen

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information above which a given compact subset of the state space can be…

Optimization and Control · Mathematics 2021-11-19 Mahendra Singh Tomar , Christoph Kawan , Majid Zamani

This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…

Optimization and Control · Mathematics 2021-09-07 Nicolás Garcia , Christoph Kawan , Serdar Yüksel

This paper studies the finite-horizon robust optimal control of constrained linear systems subject to model mismatch and additive stochastic disturbances. Utilizing the system level synthesis (SLS) parameterization, we propose a novel SLS…

Optimization and Control · Mathematics 2025-10-09 Yun Li , Jicheng Shi , Colin N. Jones , Neil Yorke-Smith , Tamas Keviczky

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

We consider an agent trying to bring a system to an acceptable state by repeated probabilistic action. Several recent works on algorithmizations of the Lovasz Local Lemma (LLL) can be seen as establishing sufficient conditions for the agent…

Discrete Mathematics · Computer Science 2016-11-29 Dimitris Achlioptas , Fotis Iliopoulos , Nikos Vlassis

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…

Optimization and Control · Mathematics 2024-05-29 Francesco Micheli , Anastasios Tsiamis , John Lygeros

Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…

Optimization and Control · Mathematics 2025-01-08 Xiaoxiao Peng , Shijie Zhou

The paper proposes an algorithm for a discretization (sampled-time implementation) of a homogeneous control preserving the finite-time and nearly fixed-time stability property of the original (sampling-free) system. The sampling period is…

Systems and Control · Electrical Eng. & Systems 2022-07-08 Andrey Polyakov , Denis Efimov , Xubin Ping

This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…

Optimization and Control · Mathematics 2024-12-30 Kaito Ito , Kenji Kashima

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

Using fluorescence spectroscopy we directly measure entropy production of a single two-level system realized experimentally as an optically driven defect center in diamond. We exploit a recent suggestion to define entropy on the level of a…

Statistical Mechanics · Physics 2007-05-23 C. Tietz , S. Schuler , T. Speck , U. Seifert , J. Wrachtrup

Entropy regularization is known to improve exploration in sequential decision-making problems. We show that this same mechanism can also lead to nearly unbiased and lower-variance estimates of the mean reward in the optimize-and-estimate…

Machine Learning · Computer Science 2022-08-26 Ben Chugg , Peter Henderson , Jacob Goldin , Daniel E. Ho

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Ming Li , Fan Liu , Yifeng Xiong , Jie Xu , Tao Liu