arXiv Machine Learning

Hessian-augmented Supervised Learning for Hamilton-Jacobi-Bellman PDEs

arXiv:2606. 23827v1 Announce Type: cross Abstract: A data-driven method is developed for approximating value functions in deterministic optimal control problems with nonlinear control-affine dynamics.

arXiv Machine Learning
Sep 4

Data-efficient Kernel Methods for Learning Hamiltonian Systems

The paper introduces kernel-based methods for learning Hamiltonian systems directly from trajectory data, offering both a 2‑step approach (reconstruct trajectories first, then learn the Hamiltonian) and a 1‑step approach (joint inference). Experiments on mass‑spring dynamics, a nonlinear pendulum, and the Henon‑Heiles system show that the methods achieve accurate, data‑efficient predictions, outperforming 2‑step baselines especially when data are scarce, while preserving the Hamiltonian structure. The authors also provide a priori error estimates and a general numerical framework applicable to arbitrary dynamical systems.

By Yasamin Jalalian, Mostafa Samir, Boumediene Hamzi, Peyman Tavallali, Houman Owhadi
arXiv Machine Learning
Aug 26

Finite-Sample Metric Non-Collapse for Geometrically Supervised Latent World Models in Control

The paper presents a finite‑sample learning‑to‑control framework for geometrically supervised latent models of nonlinear deterministic systems. It introduces an encoder‑only local–global metric hinge that ensures directional resolution and state discrimination, and proves that any approximate empirical minimizer is pointwise co‑Lipschitz and uniformly approximately semiconjugate to the true dynamics under regularity assumptions. The results provide explicit bounds on approximation, sampling, and optimization errors, and demonstrate through controlled experiments that restoring metric resolution improves control performance.

By Alain Bensoussan, Minh-Nhat Phung, Minh-Binh Tran
arXiv Machine Learning
Sep 18

Demystifying Linear Operator Learning for Control Systems

The paper introduces a structured method for learning linear operators in control systems using data. It leverages the framework of (semi)groups for evolution equations to establish structural assumptions and applies inverse‑problems theory to analyze learning algorithms, revealing error decompositions, convergence guarantees, and optimal regularization. Focusing on bounded operators on Hilbert spaces, the authors derive a convergent estimator for time‑varying systems, illustrating the practical power of their approach.

By Max Beier, Nicolas Hoischen, Sandra Hirche, Petar Bevanda
arXiv Machine Learning
Jun 25

A Zeroth-Order Deep Learning Method for Fully Nonlinear Parabolic Partial Differential Equations with Unknown Coefficients

arXiv:2606. 24999v1 Announce Type: new Abstract: High-dimensional partial differential equations (PDEs) with unknown coefficients arise widely in scientific machine learning, including continuous-time reinforcement learning, yet solving them efficiently in a data-driven way remains challenging.

By Yanwei Jia, Du Ouyang, Huy\^en Pham, Xun Yu Zhou
arXiv Machine Learning
Sep 15

Learning to Solve Stochastic Controls with Unknown Drifts and Running Rewards: Theory, Algorithms and Convergence

The paper investigates continuous‑time stochastic control problems with unknown drift and running reward functions, using an exploratory reinforcement learning framework that incorporates relaxed controls and entropy regularization. It develops policy‑iteration algorithms based on probabilistic representations of the optimal value function and its gradient, proving convergence and demonstrating performance through numerical examples. The study also extends to a special case with control‑dependent diffusion, requiring a Hessian representation.

By Jin Ma, Gaozhan Wang, Jianfeng Zhang, Xunyu Zhou