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相关论文: Deep $\mathcal{L}^1$ Stochastic Optimal Control Po…

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The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

机器学习 · 计算机科学 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

信息论 · 计算机科学 2019-01-16 Tadashi Wadayama , Satoshi Takabe

In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…

最优化与控制 · 数学 2025-06-17 Hui Sun , Feng Bao

In this paper, we present a real-time successive convexification algorithm for a generalized free-final-time 6-degree-of-freedom powered descent guidance problem. We build on our previous work by introducing the following contributions: (i)…

最优化与控制 · 数学 2020-09-01 Michael Szmuk , Taylor P. Reynolds , Behcet Acikmese

In this paper we present a new approach to solve the fuel-efficient powered descent guidance problem on large planetary bodies with no atmosphere (e.g. the Moon or Mars) using the recently developed Theory of Functional Connections. The…

最优化与控制 · 数学 2020-10-06 Hunter Johnston , Enrico Schiassi , Roberto Furfaro , Daniele Mortari

In this paper,we mainly focus on the numerical solution of high-dimensional stochastic optimal control problem driven by fully-coupled forward-backward stochastic differential equations (FBSDEs in short) through deep learning. We first…

最优化与控制 · 数学 2024-08-21 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is the natural way of…

最优化与控制 · 数学 2010-12-16 Kengy Barty , Pierre Carpentier , Guy Cohen , Pierre Girardeau

We introduce a new algorithm to solve constrained nonlinear optimal control problem, with an emphasis on low-thrust trajectory in highly nonlinear dynamics. The algorithm, dubbed Pontryagin-Bellman Differential Dynamic Programming (PDDP),…

最优化与控制 · 数学 2026-05-27 Yanis Sidhoum , Kenshiro Oguri

Machine learning techniques have demonstrated their effectiveness in achieving autonomy and optimality for nonlinear and high-dimensional dynamical systems. However, traditional black-box machine learning methods often lack formal stability…

系统与控制 · 电气工程与系统科学 2025-01-03 Kun Wang , Roberto Armellin , Adam Evans , Harry Holt , Zheng Chen

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

系统与控制 · 计算机科学 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

最优化与控制 · 数学 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

This paper introduces a landing guidance strategy for reusable launch vehicles (RLVs) using a model predictive approach based on sequential convex programming (SCP). The proposed approach devises two distinct optimal control problems…

系统与控制 · 电气工程与系统科学 2025-08-14 Ki-Wook Jung , Sang-Don Lee , Cheol-Goo Jung , Chang-Hun Lee

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

机器学习 · 计算机科学 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…

最优化与控制 · 数学 2026-01-15 Amir M. Vahedi , Horea T. Ilies

This paper presents an integrated Reinforcement Learning (RL) and Model Predictive Control (MPC) framework for autonomous satellite docking with a partially filled fuel tank. Traditional docking control faces challenges due to fuel sloshing…

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

机器学习 · 计算机科学 2022-02-21 Harsh Vardhan , Sebastian U. Stich

This paper describes an online off-policy data-driven reinforcement learning based-algorithm to regulate and control the relative position of a deputy satellite in an autonomous satellite docking problem. The optimal control policy is…

系统与控制 · 电气工程与系统科学 2023-05-25 Omar Qasem , Madhur Tiwari , Hector Gutierrez

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

系统与控制 · 电气工程与系统科学 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Due to the sparse rewards and high degree of environment variation, reinforcement learning approaches such as Deep Deterministic Policy Gradient (DDPG) are plagued by issues of high variance when applied in complex real world environments.…

机器人学 · 计算机科学 2018-11-28 Linhai Xie , Yishu Miao , Sen Wang , Phil Blunsom , Zhihua Wang , Changhao Chen , Andrew Markham , Niki Trigoni

We present a comprehensive theoretical analysis of first-order methods for escaping strict saddle points in smooth non-convex optimization. Our main contribution is a Perturbed Saddle-escape Descent (PSD) algorithm with fully explicit…

机器学习 · 计算机科学 2025-08-25 Faruk Alpay , Hamdi Alakkad