Searcharxiv⌕ Search

arXiv subjects

Lars Grüne

Publications and source records attributed to Lars Grüne.

At least 19 recordsLinked to original sources
arXiv2026

A universal multi-turnpike principle for optimal allocation of translational resources

mRNA translation in the cell requires efficient allocation of shared and limited resources including free ribosomes, tRNA molecules, and initiation factors across multiple transcripts. Using a network of dynamic mathematical models for ribosome flow along the mRNA, we pose the problem of maximizing the total steady-state protein production rate in the cell under a shared and limited total budget for all translation rates in all the transcripts. We prove that the optimal solution of this resource allocation problem admits a multi-turnpike structure: in each mRNA, the transition rates are high and nearly uniform along the bulk of the coding region, with lower and varying rates near the boundaries of the~mRNA. Our results are based on the emergence of hierarchical optimality: regardless of how resources are allocated among genes, every transcript should internally organize itself in essentially the same way. This suggests that to optimize the overall production rate it is sufficient to regulate the initiation and termination regions in each transcript. Remarkably, this universal turnpike structure holds for any number of transcripts, arbitrary transcript lengths, and various optimization criteria.This agrees with observed conserved translational phenomena, such as codon ramps and initiation-dominated regulation. Our findings may also provide guidelines for the rational design of intracellular circuits operating under translational control.

q-bio.MN↗
arXiv2026

Structure preserving properties of higher order moment closures for TASEP

The totally asymmetric simple exclusion process (TASEP) is a stochastic model for the unidirectional flow of interacting particles on a 1D-lattice that is much used in systems biology and statistical physics. Its master equation describes the evolution of the probability distribution on the configuration space. The size of the master equation grows exponentially with the length of the lattice. It is known that the complexity of the system may be reduced using mean-field approximations. We provide a rigorous definition of a family of such models using moments of any order and an extension to the pair approximation for obtaining closures for the system. The dimension of these models grows linearly with the lattice size and exponentially in the order of the approximation. Moreover, we show that the states of these models still have a probabilistic interpretation and that basic structural properties of the master equation are preserved. This extends known results on the Ribosome Flow Model which can be viewed as the first order approximation for TASEP.

math.DS↗
arXiv2026

Towards turnpike-based performance analysis of risk-averse stochastic predictive control

In this paper, we present performance estimates for stochastic economic MPC schemes with risk-averse cost formulations. For MPC algorithms with costs given by expectations, it was recently shown that the guaranteed near-optimal performance of abstract MPC in random variables coincides with its implementable variant using pathwise feedback. In general, this property does not extend to costs formulated in terms of risk measures. However, through a turnpike-based analysis, this paper demonstrates that for a particular class of risk measures, this result can still be leveraged to formulate an implementable risk-averse MPC scheme, resulting in near-optimal averaged performance.

math.OC↗
arXiv2026

Stability and performance of stochastic economic MPC -- Stochastic characterization of the closed-loop asymptotics

Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast, this work analyzes stochastic economic MPC with an expected cost criterion and establishes closed-loop guarantees without terminal conditions. Relying on stochastic dissipativity and turnpike properties, we construct closed-loop Lyapunov functions that ensure $P$-practical asymptotic stability of a particular optimal stationary process under different notions of stochastic convergence, such as in distribution or in the $p$-th mean. In addition, we derive tight near-optimal bounds for both averaged and non-averaged performance, thereby extending classical deterministic results to the stochastic domain. Finally, we show that the abstract stochastic MPC scheme requiring distributional knowledge shares the same closed-loop properties as a practically implementable algorithm based only on sampled state information, ensuring applicability of our findings. Our findings are illustrated by a numerical example.

math.OC↗
arXiv2026

A Nine-Compartment Nonlinear Epidemic Model with Spline-Based Identification of Time-Varying Transmission and Vaccination Dynamics: Application to the COVID-19 Third Wave in Italy

We develop a nine-compartment nonlinear epidemic model incorporating two co-circulating viral strains (ancestral I1 and the Alpha variant B.1.1.7 I2, which is 43-90% more transmissible, c2=1.5), a super-spreader subpopulation, partial vaccine-induced immunity with waning, and explicit hospitalization dynamics with differentiated mortality. Transmission and vaccination rates are treated as time-varying control inputs and identified from Italian COVID-19 data (January-May 2021) via a Piecewise Cubic Hermite Interpolating Polynomial (PCHIP) control-node parameterization, reducing calibration to a fourteen-variable Sequential Quadratic Programming (SQP) problem with monotonicity and box constraints. A parametric bootstrap (n=1000) quantifies parameter uncertainty. The calibrated model achieves R^2=0.966 for active hospitalizations, R^2=0.987 for cumulative fatalities, and R^2=0.999 for cumulative vaccinations. Well-posedness, the basic reproduction number in closed form, and local and global stability of the disease-free equilibrium are established analytically. An L-infinity approximation error bound shows that the PCHIP control-node parameterization converges to the true time-varying parameters at rate O(h^2) as the node spacing vanishes. Local identifiability and a noise stability bound are established via the Fisher information matrix. A sufficient threshold condition proves epidemic decay under time-varying suppression whenever the effective reproduction number remains persistently below one. Sensitivity analyses consistently rank hospital throughput parameters above the transmission rate, providing a mathematical basis for the observation that reactive containment measures cannot prevent a hospitalization peak already driven by the pre-existing latent viral load.

math.OC↗
arXiv2026

Decaying Sensitivity of the Zero Solution for a Class of Nonlinear Optimal Control Problems

We study spatial decay properties of sensitivities in a nonlinear optimal control problem with a graph-structured interaction topology. For a problem with nonlinear decoupled dynamics and quadratic cost, we show that a perturbation of the zero initial condition at a single node induces an optimal trajectory whose node-wise norms decay exponentially with the graph distance from the perturbed node. The analysis, based on a nonlinear null-controllability condition, provides a first step toward extending known spatial decay results from linear-quadratic to nonlinear systems. A numerical example illustrates the theoretical findings.

math.OC↗
arXiv2026

PolyOCP.jl -- A Julia Package for Stochastic OCPs and MPC

The consideration of stochastic uncertainty in optimal and predictive control is a well-explored topic. Recently Polynomial Chaos Expansions (PCE) have received considerable attention for problems involving stochastically uncertain system parameters and also for problems with additive stochastic i.i.d. disturbances. While there exist a number of open-source PCE toolboxes, tailored open-source codes for the solution of OCPs involving additive stochastic i.i.d. disturbances in julia are not available. Hence, this paper introduces the toolbox PolyOCP$.$jl which enables to efficiently solve stochastic OCPs for linear systems subject to a large class of disturbance distributions. We explain the main mathematical concepts between the PCE transcription of stochastic OCPs and how they are provided in the toolbox. We draw upon two examples to illustrate the functionalities of PolyOCP$.$jl.

eess.SY↗
arXiv2026

Closed-loop analysis of linear stochastic MPC with risk-averse constraints

Chance constraints are widely used in stochastic model predictive control (MPC) to enforce probabilistic state and input constraints in the presence of unbounded disturbances. However, they only restrict violation probabilities and do not account for the magnitude of rare but severe constraint violations. In this paper, we extend the indirect feedback approach for linear stochastic MPC from chance constraints to risk-averse constraints like the conditional value-at-risk. For the resulting risk-averse MPC scheme, we establish recursive feasibility and closed-loop constraint satisfaction. Furthermore, based on a stochastic dissipativity notion and suitable conditions on the terminal ingredients we show that (near)-optimality of the averaged closed-loop performance can be ensured.

math.OC↗
arXiv2026

A turnpike property in an eigenvalue optimization problem

We consider a constrained eigenvalue optimization problem that arises in an important nonlinear dynamical model for mRNA translation in the cell. We prove that the ordered list of optimal parameters admits a turnpike property, namely, it includes three parts with the first and third part relatively short, and the values in the middle part are all approximately equal. Turnpike properties have attracted considerable attention in econometrics and optimal control theory, but to the best of our knowledge this is the first rigorous proof of such a structure in an eigenvalue optimization problem.

math.OC↗
arXiv2025

Convexity and strict convexity for compositional neural networks in high-dimensional optimal control

Neural networks (NNs) have emerged as powerful tools for solving high-dimensional optimal control problems. In particular, their compositional structure has been shown to enable efficient approximation of high-dimensional functions, helping to mitigate the curse of dimensionality in optimal control problems. In this work, we build upon the theoretical framework developed by Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022), particularly their results on NN approximations for compositional functions in optimal control. Theorem 6.2 in Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022) establishes that, under suitable assumptions on the compositional structure and its associated features, optimal control problems with strictly convex cost functionals admit a curse-of-dimensionality-free approximation of the optimal control by NNs. We extend this result in two directions. First, we analyze the strict convexity requirement on the cost functional and demonstrate that reformulating a discrete-time optimal control problem with linear transitions and stage costs as a terminal cost problem ensures the necessary strict convexity. Second, we establish a generalization of Theorem 6.2 in Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022) which provides weak error bounds for optimal control approximations by NNs when the cost functional is only convex rather than strictly convex.

math.OC↗
arXiv2025

Optimal state estimation: Turnpike analysis and performance results

In this paper, we introduce turnpike arguments in the context of optimal state estimation. In particular, we show that the optimal solution of the state estimation problem involving all available past data serves as turnpike for the solutions of truncated problems involving only a subset of the data. We mathematically formalize this phenomenon and derive a sufficient condition that relies on a decaying sensitivity property of the underlying nonlinear program. As second contribution, we show how a specific turnpike property can be used to establish performance guarantees when approximating the optimal solution of the full problem by a sequence of truncated problems, and we show that the resulting performance (both averaged and non-averaged) is approximately optimal with error terms that can be made arbitrarily small by an appropriate choice of the horizon length. In addition, we discuss interesting implications of these results for the practically relevant case of moving horizon estimation and illustrate our results with a numerical example.

math.OC↗
arXiv2025

Separable Approximations of Optimal Value Functions and Their Representation by Neural Networks

The use of separable approximations is proposed to mitigate the curse of dimensionality related to the approximation of high-dimensional value functions in optimal control. The separable approximation exploits intrinsic decaying sensitivity properties of the system, where the influence of a state variable on another diminishes as their spatial, temporal, or graph-based distance grows. This property allows the efficient representation of global functions as a sum of localized contributions. A theoretical framework for constructing separable approximations in the context of optimal control is proposed by leveraging decaying sensitivity in both discrete and continuous time. Results extend prior work on decay properties of solutions to Lyapunov and Riccati equations, offering new insights into polynomial and exponential decay regimes. Connections to neural networks are explored, demonstrating how separable structures enable scalable representations of high-dimensional value functions while preserving computational efficiency.

math.OC↗
arXiv2025

Relevance-driven Input Dropout: an Explanation-guided Regularization Technique

Overfitting is a well-known issue extending even to state-of-the-art (SOTA) Machine Learning (ML) models, resulting in reduced generalization, and a significant train-test performance gap. Mitigation measures include a combination of dropout, data augmentation, weight decay, and other regularization techniques. Among the various data augmentation strategies, occlusion is a prominent technique that typically focuses on randomly masking regions of the input during training. Most of the existing literature emphasizes randomness in selecting and modifying the input features instead of regions that strongly influence model decisions. We propose Relevance-driven Input Dropout (RelDrop), a novel data augmentation method which selectively occludes the most relevant regions of the input, nudging the model to use other important features in the prediction process, thus improving model generalization through informed regularization. We further conduct qualitative and quantitative analyses to study how Relevance-driven Input Dropout (RelDrop) affects model decision-making. Through a series of experiments on benchmark datasets, we demonstrate that our approach improves robustness towards occlusion, results in models utilizing more features within the region of interest, and boosts inference time generalization performance. Our code is available at https://github.com/Shreyas-Gururaj/LRP_Relevance_Dropout.

cs.LG↗
arXiv2025

Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process replaces the optimal steady state of the deterministic setting. We show that from this time-varying dissipativity notion, we can conclude turnpike behaviors concerning different objects like distributions, moments, or sample paths of the stochastic system and that the distributions of the stationary pair can be characterized by a stationary optimization problem. The analytical findings are illustrated by numerical simulations.

math.OC↗
arXiv2025

A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results

The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series expansions in a suitable $\mathcal{L}^2$ probability space, to tackle the non-Gaussian case. We present the optimal solutions for finite and infinite horizons and we analyze the infinite-horizon asymptotics. We show that the limit of the optimal state-input trajectory is the unique solution to a corresponding stochastic stationary optimization problem in the sense of probability measures. Moreover, we provide a constructive error analysis for finite-dimensional polynomial chaos approximations of the optimal solutions and of the optimal stationary pair in non-Gaussian settings. A numerical example illustrates our findings.

math.OC↗
arXiv2025

Performance guarantees for optimization-based state estimation using turnpike properties

In this paper, we develop novel accuracy and performance guarantees for optimal state estimation of general nonlinear systems (in particular, moving horizon estimation, MHE). Our results rely on a turnpike property of the optimal state estimation problem, which essentially states that the omniscient infinite-horizon solution involving all past and future data serves as turnpike for the solutions of finite-horizon estimation problems involving a subset of the data. This leads to the surprising observation that MHE problems naturally exhibit a leaving arc, which may have a strong negative impact on the estimation accuracy. To address this, we propose a delayed MHE scheme, and we show that the resulting performance (both averaged and non-averaged) is approximately optimal and achieves bounded dynamic regret with respect to the infinite-horizon solution, with error terms that can be made arbitrarily small by an appropriate choice of the delay. In various simulation examples, we observe that already a very small delay in the MHE scheme is sufficient to significantly improve the overall estimation error by 20-25 % compared to standard MHE (without delay). This finding is of great importance for practical applications (especially for monitoring, fault detection, and parameter estimation) where a small delay in the estimation is rather irrelevant but may significantly improve the estimation results.

math.OC↗
arXiv2025

Random attraction in TASEP with time-varying hopping rates

The totally asymmetric simple exclusion principle (TASEP) is a fundamental model in nonequilibrium statistical mechanics. It describes the stochastic unidirectional movement of particles along a 1D chain of ordered sites. We consider the continuous-time version of TASEP with a finite number of sites and with time-varying hopping rates between the sites. We show how to formulate this model as a nonautonomous random dynamical system (NRDS) with a finite state-space. We provide conditions guaranteeing that random pullback and forward attractors of such an NRDS exist and consist of singletons. In the context of the nonautonomous TASEP these conditions imply almost sure synchronization of the individual random paths. This implies in particular that perturbations that change the state of the particles along the chain are "filtered out" in the long run. We demonstrate that the required conditions are tight by providing examples where these conditions do not hold and consequently the forward attractor does not exist or the pullback attractor is not a singleton. The results in this paper generalize our earlier results for autonomous TASEP in https://doi.org/10.1137/20M131446X and contain these as a special case.

math.OC↗