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This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…

Systems and Control · Computer Science 2017-09-20 Marco M. Nicotra , Dominic Liao-McPherson , Ilya V. Kolmanovsky

This work introduces a sequential convex programming framework for non-linear, finite-dimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process. We prove that any accumulation point of the…

Optimization and Control · Mathematics 2022-09-27 Riccardo Bonalli , Thomas Lew , Marco Pavone

Model-based paradigms for decision-making and control are becoming ubiquitous in robotics. They rely on the ability to efficiently learn a model of the system from data. Structured Mechanical Models (SMMs) are a data-efficient black-box…

Robotics · Computer Science 2021-05-06 Kunal Menda , Jayesh K. Gupta , Zachary Manchester , Mykel J. Kochenderfer

Our paper is devoted to the study of Peng's stochastic maximum principle (SMP) for a stochastic control problem composed of a controlled forward stochastic differential equation (SDE) as dynamics and a controlled backward SDE which defines…

Optimization and Control · Mathematics 2024-04-11 Rainer Buckdahn , Juan Li , Yanwei Li , Yi Wang

In this paper we address the class of Sequential Decision Making (SDM) problems that are characterized by time-varying parameters. These parameter dynamics are either pre-specified or manipulable. At any given time instant the decision…

Optimization and Control · Mathematics 2022-01-26 Amber Srivastava , S. M. Salapaka

The performance of state-of-the-art machine learning models often deteriorates when testing on demographics that are under-represented in the training dataset. This problem has predominately been studied in a supervised learning setting…

Machine Learning · Computer Science 2023-11-20 Zhuotong Chen , Qianxiao Li , Zheng Zhang

Compensation for parameter dispersion is a significant challenge for control of inhomogeneous quantum ensembles. In this paper, we present a systematic methodology of sampling-based learning control (SLC) for simultaneously steering the…

Quantum Physics · Physics 2014-04-15 Chunlin Chen , Daoyi Dong , Ruixing Long , Ian R. Petersen , Herschel A. Rabitz

Synchronization of oscillations is a phenomenon prevalent in natural, social, and engineering systems. Controlling synchronization of oscillating systems is motivated by a wide range of applications from neurological treatment of…

Optimization and Control · Mathematics 2015-03-19 Jr-Shin Li , Isuru Dasanayake , Justin Ruths

For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…

Optimization and Control · Mathematics 2024-01-09 Guomin Liu , Jian Song , Meng Wang

Stochastic models are widely used to investigate the spread of epidemics in a complex environment. This paper extends a deterministic SAIRS epidemic model to a stochastic case with limited patient capacity and exposure. We first study the…

Probability · Mathematics 2024-05-20 Xiaohui Zhang , Zhiming Li , Shenglong Chen , Jikai Yang

We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions. The strategy we…

Probability · Mathematics 2019-08-05 Carlo Orrieri , Gianmario Tessitore , Petr Veverka

Quantum optimal control is a set of methods for designing time-varying electromagnetic fields to perform operations in quantum technologies. This tutorial paper introduces the basic elements of this theory based on the Pontryagin maximum…

Quantum Physics · Physics 2024-06-17 Q. Ansel , E. Dionis , F. Arrouas , B. Peaudecerf , S. Guérin , D. Guéry-Odelin , D. Sugny

We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…

Probability · Mathematics 2021-09-15 Jian Song , Meng Wang

Using the Pontryagin maximum principle, the generic structure of optimal policies is deduced for typical quantum control tasks involving coherent lasers, magnetic fields and reservoir engineering. In addition, the periodic optimization is…

Quantum Physics · Physics 2018-01-09 Dmitry V. Zhdanov , Tamar Seideman

This paper aims to devise the shape of the external electromagnetic field that drives the spin dynamics of radical pairs to a quantum coherent state through maximization of the triplet-born singlet yield in biochemical reactions. The model…

Quantum Physics · Physics 2026-05-06 Ugur G. Abdulla , Jose H. Rodrigues , Jean-Jacques Slotine

State Space Models (SSMs) have emerged as powerful architectures in computer vision, yet improving their computational efficiency remains crucial for practical and scalable deployment.While token reduction serves as an effective approach…

Computer Vision and Pattern Recognition · Computer Science 2025-08-20 Jinyoung Park , Minseok Son , Changick Kim

Optimizing commercial aircraft cruise trajectories using the Pontryagin Maximum Principle (PMP) is particularly challenging due to the nonlinear dynamics of aircraft speed, complex costate dynamics, and the inclusion of two continuous…

Optimization and Control · Mathematics 2025-09-03 Amin Jafarimoghaddam , Manuel Soler , María Cerezo-Magaña

This paper examines the stochastic maximum principle (SMP) for a forward-backward stochastic control system where the backward state equation is characterized by the backward stochastic differential equation (BSDE) with quadratic growth and…

Optimization and Control · Mathematics 2023-08-22 Shaolin Ji , Rundong Xu

We consider the problem of optimal singular control of a stochastic partial differential equation (SPDE) with space-mean dependence. Such systems are proposed as models for population growth in a random environment. We obtain sufficient and…

Optimization and Control · Mathematics 2019-05-07 Nacira Agram , Astrid Hilbert , Bernt Øksendal

We theoretically and numerically study the problem of optimal control of large-scale autonomous systems under explicitly adversarial conditions, including probabilistic destruction of agents during the simulation. Large-scale autonomous…

Optimization and Control · Mathematics 2021-08-06 Theodoros Tsatsanifos , Abram H. Clark , Claire Walton , Isaac Kaminer , Qi Gong