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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are…

Optimization and Control · Mathematics 2022-02-11 Simone Göttlich , Thomas Schillinger

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

We experimentally and numerically study the dependence of different navigation strategies regarding the effectivity of an active particle to reach a predefined target area. As the only control parameter, we vary the particle's propulsion…

Soft Condensed Matter · Physics 2016-07-13 Daniel F B Haeufle , Tobias Bäuerle , Jakob Steiner , Lena Bremicker , Syn Schmitt , Clemens Bechinger

Excitonic transport in static disordered one dimensional systems is studied in the presence of thermal fluctuations that are described by the Haken-Strobl-Reineker model. For short times, non-diffusive behavior is observed that can be…

Mesoscale and Nanoscale Physics · Physics 2015-05-05 Jeremy M. Moix , Michael Khasin , Jianshu Cao

In this paper we present distributed and adaptive algorithms for motion coordination of a group of m autonomous vehicles. The vehicles operate in a convex environment with bounded velocity and must service demands whose time of arrival,…

Robotics · Computer Science 2016-11-17 Marco Pavone , Emilio Frazzoli , Francesco Bullo

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

We study computationally the dynamics of forced, Brownian particles through a disordered system. As the concentration of mobile particles and/or fixed obstacles increase, we characterize the different regimes of flow and address how…

Soft Condensed Matter · Physics 2024-01-26 Sergi G. Leyva , Ignacio Pagonabarraga

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

We employ deep reinforcement learning methods to investigate shortest-time navigation strategies for smart active Brownian particles (microagents), which self-propel through a rotating potential barrier in a static, viscous, fluid…

Soft Condensed Matter · Physics 2025-03-11 Mohammad Hossein Masoudi , Ali Naji

Identifying optimal strategies for efficient spatial exploration is crucial, both for animals seeking food and for robotic search processes, where maximizing the covered area is a fundamental requirement. Here, we propose position resetting…

Soft Condensed Matter · Physics 2025-10-02 Kristian Stølevik Olsen , Hartmut Löwen , Lorenzo Caprini

We present an algorithm for obtaining an optimal control policy for hybrid dynamical systems in cluttered environments. To the best of our knowledge, this is the first attempt to have a locally optimal solution for this specific problem…

Robotics · Computer Science 2017-10-17 Shushman Choudhury , Yifan Hou , Gilwoo Lee , Siddhartha S. Srinivasa

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

Stochastic transport processes on networked domains (modelled on metric graphs) arise in a variety of applications where diffusion and drift mechanisms interact with an underlying graph structure. The Fokker--Planck equation provides a…

Numerical Analysis · Mathematics 2026-01-29 Ritu Kumari , Cyrille Kenne , Landry Djomegne , Mani Mehra

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…

Statistical Mechanics · Physics 2013-02-26 Arnab Pal , Sanjib Sabhapandit

We analyze transport on a graph with multiple constraints and where the weight of the edges connecting the nodes is a dynamical variable. The network dynamics results from the interplay between a nonlinear function of the flow, dissipation,…

Statistical Mechanics · Physics 2023-11-28 Frederic Folz , Kurt Mehlhorn , Giovanna Morigi

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the influence of spatial constraints on agents' performance. Yet hand-designing conducive environment layouts…

Systems and Control · Electrical Eng. & Systems 2023-05-22 Zhan Gao , Amanda Prorok
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