Related papers: Minimum Effort Control Using Variational Methods o…

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

The development of efficient numerical methods for kinetic equations with stochastic parameters is a challenge due to the high dimensionality of the problem. Recently we introduced a multiscale control variate strategy which is capable to…

This paper presents a new technique for the design of approximate reasoning based controllers for dynamic physical systems with interacting goals. In this approach, goals are achieved based on a hierarchy defined by a control knowledge base…

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

We extend the Boltzmann-Hamel equations to the optimal control setting, producing a set of equations for both kinematic and dynamic nonholonomic optimal control problems. In particular, we will show the dynamic optimal control problem can…

We bring a control perspective to the problem of identifying paths of measures for sampling via dynamic measure transport (DMT). We highlight the fact that commonly used paths may be poor choices for DMT and connect existing methods for…

A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Ensemble control offers rich and diverse opportunities in mathematical systems theory. In this paper, we present a new paradigm of ensemble control, referred to as distributional control, for ensemble systems. We shift the focus from…

Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go.…

We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…

The minimum action method (MAM) is to calculate the most probable transition path in randomly perturbed stochastic dynamics, based on the idea of action minimization in the path space. The accuracy of the numerical path between different…

Here we present a multiscale method to calculate the saddle point associated with the effective dynamics arising from a stochastic system which couples slow deterministic drift and fast stochastic dynamics. This problem is motivated by the…

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…

We present a theory of modified reduced dynamics in the presence of counting fields. Reduced dynamics techniques are useful for describing open quantum systems at long emergent timescales when the memory timescales are short. However, they…

The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

In mechanics, common energy principles are based on fixed boundary conditions. However, in bridge engineering structures, it is usually necessary to adjust the boundary conditions to make the structure's internal force reasonable and save…

Based on the stochastic maximum principle for the partially coupled forward-backward stochastic control system (FBSCS for short), a modified method of successive approximations (MSA for short) is established for stochastic recursive optimal…

A geometric setup for control theory is presented. The argument is developed through the study of the extremals of action functionals defined on piecewise differentiable curves, in the presence of differentiable non-holonomic constraints.…