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We introduce a novel algorithm for controlling linear time invariant systems in a tracking problem. The controller is based on a Gaussian Process (GP) whose realizations satisfy a system of linear ordinary differential equations with…

Optimization and Control · Mathematics 2025-08-01 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

In this work, we consider the controllability of a discrete-time linear dynamical system with sparse control inputs. Sparsity constraints on the input arises naturally in networked systems, where activating each input variable adds to the…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Geethu Joseph , Chandra R. Murthy

Applying model predictive control on embedded systems remains challenging due to the high computational cost of solving optimal control problems. To address this limitation, computationally efficient Gaussian process approximations of the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Alexander Rose , Lukas Theiner , Rolf Findeisen

The derivation of path integrals is reconsidered. It is shown that the expression for the discretized action is not unique, and the path integration domain can be deformed so that at least Gaussian path integrals become probabillistic. This…

Quantum Physics · Physics 2016-10-28 Evgeny A. Polyakov , Alexey N. Rubtsov

In this paper, we present a scalable deep learning approach to solve opinion dynamics stochastic optimal control problems with mean field term coupling in the dynamics and cost function. Our approach relies on the probabilistic…

Multiagent Systems · Computer Science 2022-04-19 Tianrong Chen , Ziyi Wang , Evangelos A. Theodorou

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

In this paper we consider the optimal control of Hilbert space-valued infinite-dimensional Piecewise Deterministic Markov Processes (PDMP) and we prove that the corresponding value function can be represented via a Feynman-Kac type formula…

Optimization and Control · Mathematics 2019-06-07 Elena Bandini , Michele Thieullen

The path integral quantization method is applied to a relativistically covariant version of the Hopfield model, which represents a very interesting mesoscopic framework for the description of the interaction between quantum light and…

High Energy Physics - Theory · Physics 2016-03-23 F. Belgiorno , S. L. Cacciatori , F. Dalla Piazza , M. Doronzo

Path integral control solves a class of stochastic optimal control problems with a Monte Carlo (MC) method for an associated Hamilton-Jacobi-Bellman (HJB) equation. The MC approach avoids the need for a global grid of the domain of the HJB…

Optimization and Control · Mathematics 2014-08-26 Insoon Yang , Matthias Morzfeld , Claire J. Tomlin , Alexandre J. Chorin

This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

Executing a control sequence requires computation. While this is a simple observation, developing a framework that relates a controller's required computation to its ability to successfully control a system (e.g. lower control cost) is…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Justin Ting , Jing Shuang Li

This paper addresses a continuous-time continuous-space chance-constrained stochastic optimal control (SOC) problem via a Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE). Through Lagrangian relaxation, we convert the…

Optimization and Control · Mathematics 2022-05-03 Apurva Patil , Alfredo Duarte , Aislinn Smith , Takashi Tanaka , Fabrizio Bisetti

We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…

Optimization and Control · Mathematics 2025-01-08 Louis-Pierre Chaintron , Giovanni Conforti

We propose a model predictive control approach for autonomous vehicles that exploits learned Gaussian processes for predicting human driving behavior. The proposed approach employs the uncertainty about the GP's prediction to achieve…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Johanna Bethge , Maik Pfefferkorn , Alexander Rose , Jan Peters , Rolf Findeisen

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

Gauge invariance of systems whose Hamilton-Jacobi equation is separable is improved by adding surface terms to the action fuctional. The general form of these terms is given for some complete solutions of the Hamilton-Jacobi equation. The…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Hernan De Cicco , Claudio Simeone

Model Predictive Path Integral (MPPI) control is a widely used sampling-based method for trajectory optimization, yet its convergence properties remain only partially understood. This paper provides a direct convergence analysis using…

Optimization and Control · Mathematics 2026-05-25 Mahyar Fazlyab , Sina Sharifi , Jiarui Wang

We propose an abstract framework for solving the constrained set-point tracking problem for impedance passive infinite-dimensional nonlinear systems. The class of systems considered is governed by monotone differential inclusions and allows…

Optimization and Control · Mathematics 2025-06-18 Nicolas Vanspranghe , Pietro Lorenzetti , Lassi Paunonen , George Weiss

We propose automated techniques for the verification and control of probabilistic real-time systems that are only partially observable. To formally model such systems, we define an extension of probabilistic timed automata in which local…

Logic in Computer Science · Computer Science 2015-06-24 Gethin Norman , David Parker , Xueyi Zou

A distributed stochastic optimal control solution is presented for cooperative multi-agent systems. The network of agents is partitioned into multiple factorial subsystems, each of which consists of a central agent and neighboring agents.…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris