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相关论文: On Policy Stochasticity in Mutual Information Opti…

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In this paper, we formulate a mutual information optimal control problem (MIOCP) for discrete-time linear systems. This problem can be regarded as an extension of a maximum entropy optimal control problem (MEOCP). Differently from the MEOCP…

最优化与控制 · 数学 2025-07-15 Shoju Enami , Kenji Kashima

We consider a mutual information (MI) regularized version of optimal density control of a discrete-time linear system. MI optimal control has been proposed as an extension of maximum entropy optimal control to trade off between control…

最优化与控制 · 数学 2026-05-12 Shoju Enami , Kenji Kashima

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

系统与控制 · 计算机科学 2015-04-21 Jie Fu , Ufuk Topcu

Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…

系统与控制 · 电气工程与系统科学 2026-02-18 Menno van Zutphen , Giannis Delimpaltadakis , Maurice Heemels , Duarte Antunes

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

最优化与控制 · 数学 2015-11-24 Yin-Lam Chow , Marco Pavone

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

最优化与控制 · 数学 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…

最优化与控制 · 数学 2025-10-14 Alessandro Calvia , Federico Cannerozzi , Giorgio Ferrari

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

最优化与控制 · 数学 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

In this study, we adopt age of information as a measure of the staleness of information, and take initial steps towards analyzing the control performance of stochastic systems with stale information. Our goals are to cast light on a…

信息论 · 计算机科学 2018-10-26 Touraj Soleymani , John S. Baras , Karl H. Johansson

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…

最优化与控制 · 数学 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

软凝聚态物质 · 物理学 2026-03-02 Tai Han , Fanlong Meng

This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

最优化与控制 · 数学 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…

机器学习 · 计算机科学 2023-11-16 Tom Lefebvre

The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…

最优化与控制 · 数学 2024-11-21 Ziyue Chen , Qi Zhang

This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems.…

最优化与控制 · 数学 2008-01-25 Carri W. Chan , Vivek F. Farias

We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

最优化与控制 · 数学 2024-11-22 Niklas Schmid , Marta Fochesato , Sarah H. Q. Li , Tobias Sutter , John Lygeros

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

系统与控制 · 计算机科学 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…

最优化与控制 · 数学 2023-12-22 Huizhen Yu

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

系统与控制 · 电气工程与系统科学 2021-08-24 Prakash Mallick , Zhiyong Chen

In this paper, a novel pattern classification approach is proposed by regularizing the classifier learning to maximize mutual information between the classification response and the true class label. We argue that, with the learned…

机器学习 · 计算机科学 2014-09-30 Jim Jing-Yan Wang , Yi Wang , Shiguang Zhao , Xin Gao
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