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We introduce the Pontryagin-Guided Direct Policy Optimization (PG-DPO) framework for high-dimensional continuous-time portfolio choice. Our approach combines Pontryagin's Maximum Principle (PMP) with backpropagation through time (BPTT) to…

投资组合管理 · 定量金融 2025-09-12 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

In this paper, we present a novel reinforcement learning framework designed to optimize molecular dynamics by focusing on the entire trajectory rather than just the final molecular configuration. Leveraging a stochastic version of…

最优化与控制 · 数学 2024-10-22 Chandrajit Bajaj , Minh Nguyen , Conrad Li

Simulation and optimization are crucial for advancing the engineering design of complex systems and processes. Traditional optimization methods require substantial computational time and effort due to their reliance on resource-intensive…

机器学习 · 计算机科学 2025-08-28 Janak M. Patel , Milad Ramezankhani , Anirudh Deodhar , Dagnachew Birru

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

最优化与控制 · 数学 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…

最优化与控制 · 数学 2016-11-17 Islam I. Hussein , Melvin Leok , Amit K. Sanyal , Anthony M. Bloch

In this article we present a geometric discrete-time Pontryagin maximum principle (PMP) on matrix Lie groups that incorporates frequency constraints on the controls in addition to pointwise constraints on the states and control actions…

系统与控制 · 计算机科学 2019-03-28 Shruti Kotpalliwar , Pradyumna Paruchuri , Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

An impedance-based control scheme is introduced for cooperative manipulators grasping a rigid load. The position and orientation of the load are to be maintained close to a desired trajectory, trading off tracking accuracy by low energy…

最优化与控制 · 数学 2021-06-15 Amin Ghorbanpour , Hanz Richter

Quadrupedal manipulators require to be compliant when dealing with external forces during autonomous manipulation, tele-operation or physical human-robot interaction. This paper presents a whole-body controller that allows for the…

机器人学 · 计算机科学 2022-08-02 Mattia Risiglione , Victor Barasuol , Darwin G. Caldwell , Claudio Semini

In this study, we address a control-constrained optimal control problem pertaining to the transformation of quantum states. Our objective is to navigate a quantum system from an initial state to a desired target state while adhering to the…

量子物理 · 物理学 2023-10-11 Nahid Binandeh Dehaghani , A. Pedro Aguiar

We study the selective and robust time-optimal rotation control of several spin-1/2 particles with different offset terms. For that purpose, the Pontryagin Maximum Principle is applied to a model of two spins, which is simple enough for…

量子物理 · 物理学 2021-02-09 Quentin Ansel , Steffen J. Glaser , Dominique Sugny

In this paper, we present the periodic modifier-adaptation formulation of the dynamic real time optimization. The proposed formulation uses gradient information to update the problem with affine modifiers so that, upon convergence, its…

最优化与控制 · 数学 2023-09-19 Victor Mirasierra , Daniel Limon

Despite the great success of using gradient-based controllers to stabilize rigid formations of autonomous agents in the past years, surprising yet intriguing undesirable collective motions have been reported recently when inconsistent…

机器人学 · 计算机科学 2016-09-22 Hector Garcia de Marina , Ming Cao , Bayu Jayawardhana

Recently there has been an increasing interest in primal-dual methods for model predictive control (MPC), which require minimizing the (augmented) Lagrangian at each iteration. We propose a novel first order primal-dual method, termed…

最优化与控制 · 数学 2020-12-21 Yue Yu , Purnanand Elango , Behçet Açikmeşe

This paper aims to devise the shape of the external electromagnetic field that drives the spin dynamics of radical pairs to a quantum coherent state through maximization of the triplet-born singlet yield in biochemical reactions. The model…

量子物理 · 物理学 2026-05-06 Ugur G. Abdulla , Jose H. Rodrigues , Jean-Jacques Slotine

Optimal control is ubiquitous in many fields of engineering. A common technique to find candidate solutions is via Pontryagin's maximum principle. An unfortunate aspect of this method is that the dimension of system doubles. When the system…

最优化与控制 · 数学 2024-03-26 William Clark , Maria Oprea

Robots operating in human-centric environments must be both robust to disturbances and provably safe from collisions. Achieving these properties simultaneously and efficiently remains a central challenge. While Dynamic Movement Primitives…

机器人学 · 计算机科学 2026-04-01 Soumyodipta Nath , Pranav Tiwari , Ravi Prakash

Based on Pontryagin Maximum Principle (PMP), this paper establishes a generalized PMP aiming at control system with with extra input/output terms. The paper details the adaptive target and gives a proof of the generalized theorem.…

最优化与控制 · 数学 2016-01-01 Yuanzun Zhao

We analytically solve the finite-time control problem of driving an overdamped particle via an optical trap under costly measurement. By formulating this mesoscopic information engine within the Partially Observable Markov Decision Process…

统计力学 · 物理学 2026-04-10 Emanuele Panizon

This paper proposes a hybrid learning and optimization framework for mobile manipulators for complex and physically interactive tasks. The framework exploits an admittance-type physical interface to obtain intuitive and simplified human…

机器人学 · 计算机科学 2022-08-02 Jianzhuang Zhao , Alberto Giammarino , Edoardo Lamon , Juan M. Gandarias , Elena De Momi , Arash Ajoudani

We introduce a modeling framework for manipulation planning based on the formulation of the dynamics as a projected dynamical system. This method uses implicit signed distance functions and their gradients to formulate an equivalent…

最优化与控制 · 数学 2025-01-22 Anton Pozharskiy , Armin Nurkanović , Moritz Diehl