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Luca Saluzzi

Publications and source records attributed to Luca Saluzzi.

At least 19 recordsLinked to original sources
arXiv2026

Steering dynamic network centrality via control theory

Time-evolving networks, or temporal networks, play a crucial role in modeling dynamic interactions across various domains, including biology, social sciences, and information technology. Unlike static networks, these systems undergo continuous changes in topology and edge weights, influencing processes such as information flow, transportation efficiency, and neural activity. Understanding and controlling these networks are essential for predicting future behavior and optimizing dynamic processes. This work focuses on the problem of dynamic centrality, a measure of node importance in time-dependent networks. Specifically, we address how to steer network centrality to a desired state by making minimal modifications to the network structure. This problem is formulated as an optimal control problem for an ordinary differential equation, either matrix- or vector-based, where the control acts on network edges. The proposed framework generalizes centrality control problems studied in static networks and leverages the Pontryagin Maximum Principle for efficient solutions. For large-scale problems, the required matrix-function actions are approximated by Krylov-type techniques, avoiding the explicit formation of dense matrix functions. Numerical experiments on synthetic and real temporal networks show that the proposed framework can effectively steer receive centrality under prescribed control constraints.

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arXiv2025

High order Tensor-Train-Based Schemes for High-Dimensional Mean Field Games

We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By reformulating the classical Hamilton-Jacobi-Bellman and Fokker-Planck equations as a sequence of advection-diffusion-reaction subproblems within a smoothed policy iteration, we construct both first and second order in time SL schemes. The TT format and appropriate quadrature rules reduce storage and computational cost from exponential to polynomial in the dimension. Numerical experiments demonstrate that our TT-accelerated SL methods achieve their theoretical convergence rates, exhibit modest growth in memory usage and runtime with dimension, and significantly outperform grid-based SL in accuracy per CPU second.

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arXiv2025

The State-Dependent Riccati Equation in Nonlinear Optimal Control: Analysis, Error Estimation and Numerical Approximation

The State-Dependent Riccati Equation (SDRE) approach is extensively utilized in nonlinear optimal control as a reliable framework for designing robust feedback control strategies. This work provides an analysis of the SDRE approach, examining its theoretical foundations, error bounds, and numerical approximation techniques. We explore the relationship between SDRE and the Hamilton-Jacobi-Bellman (HJB) equation, deriving residual-based error estimates to quantify its suboptimality. Additionally, we introduce an optimal semilinear decomposition strategy to minimize the residual. From a computational perspective, we analyze two numerical methods for solving the SDRE: the offline-online approach and the Newton-Kleinman iterative method. Their performance is assessed through a numerical experiment involving the control of a nonlinear reaction-diffusion PDE. Results highlight the trade-offs between computational efficiency and accuracy, indicating better performance of the Newton-Kleinman approach in achieving stable and cost-effective solutions in the reported experiments.

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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.

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arXiv2025

Dynamical Low-Rank Approximation Strategies for Nonlinear Feedback Control Problems

This paper addresses the stabilization of dynamical systems in the infinite horizon optimal control setting using nonlinear feedback control based on State-Dependent Riccati Equations (SDREs). While effective, the practical implementation of such feedback strategies is often constrained by the high dimensionality of state spaces and the computational challenges associated with solving SDREs, particularly in parametric scenarios. To mitigate these limitations, we introduce the Dynamical Low-Rank Approximation (DLRA) methodology, which provides an efficient and accurate framework for addressing high-dimensional feedback control problems. DLRA dynamically constructs a compact, low-dimensional representation that evolves with the problem, enabling the simultaneous resolution of multiple parametric instances in real-time. We propose two novel algorithms to enhance numerical performances: the cascade-Newton-Kleinman method and Riccati-based DLRA (R-DLRA). The cascade-Newton-Kleinman method accelerates convergence by leveraging Riccati solutions from the nearby parameter or time instance, supported by a theoretical sensitivity analysis. R-DLRA integrates Riccati information into the DLRA basis construction to improve the quality of the solution. These approaches are validated through nonlinear one-dimensional and two-dimensional test cases showing transport-like behavior, demonstrating that R-DLRA outperforms standard DLRA and Proper Orthogonal Decomposition-based model order reduction in both speed and accuracy, offering a superior alternative to Full Order Model solutions.

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arXiv2024

On the data-sparsity of the solution of Riccati equations with applications to feedback control

Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution also exhibits numerical quasiseparability. This property enables us to develop two efficient Riccati solvers. The first solver is applicable to the general quasiseparable case, while the second is tailored to the particular case of banded coefficients. Numerical experiments confirm the effectiveness of the proposed algorithms on both synthetic examples and case studies from the control of partial differential equations and agent-based models.

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arXiv2024

State Dependent Riccati for dynamic boundary control to optimize irrigation in Richards' Equation framework

We present an approach for the optimization of irrigation in a Richards' equation framework. We introduce a proper cost functional, aimed at minimizing the amount of water provided by irrigation, at the same time maximizing the root water uptake, which is modeled by a sink term in the continuity equation. The control is acting on the boundary of the dynamics and due to the nature of the mathematical problem we use a State-Dependent Riccati approach which provides suboptimal control in feedback form, applied to the system of ODEs resulting from the Richards' equation semidiscretization in space. The problem is tested with existing hydraulic parameters, also considering proper root water uptake functions. The numerical simulations also consider the presence of noise in the model to further validate the use of a feedback control approach.

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arXiv2024

A comparison study of supervised learning techniques for the approximation of high dimensional functions and feedback control

Approximation of high dimensional functions is in the focus of machine learning and data-based scientific computing. In many applications, empirical risk minimisation techniques over nonlinear model classes are employed. Neural networks, kernel methods and tensor decomposition techniques are among the most popular model classes. We provide a numerical study comparing the performance of these methods on various high-dimensional functions with focus on optimal control problems, where the collection of the dataset is based on the application of the State-Dependent Riccati Equation.

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arXiv2023

Statistical Proper Orthogonal Decomposition for model reduction in feedback control

Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is mitigated by Model Order Reduction (MOR) techniques, where the system is projected onto a lower-dimensional subspace, over which the feedback synthesis becomes feasible. However, existing MOR methods assume at least one relaxation of generality, that is, the system should be linear, or stable, or deterministic. We propose a MOR method called Statistical POD (SPOD), which is inspired by the Proper Orthogonal Decomposition (POD), but extends to more general systems. Random samples of the original dynamical system are drawn, treating time and initial condition as random variables similarly to possible parameters in the model, and employing a stabilizing closed-loop control. The reduced subspace is chosen to minimize the empirical risk, which is shown to estimate the expected risk of the MOR solution with respect to the distribution of all possible outcomes of the controlled system. This reduced model is then used to compute a surrogate of the feedback control function in the Tensor Train (TT) format that is computationally fast to evaluate online. Using unstable Burgers' and Navier-Stokes equations, it is shown that the SPOD control is more accurate than Linear Quadratic Regulator or optimal control derived from a model reduced onto the standard POD basis, and faster than the direct optimal control of the original system.

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arXiv2023

A multilinear HJB-POD method for the optimal control of PDEs

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is via the Dynamic Programming principle. Nevertheless, despite many theoretical results, this method has been applied only to very special cases since it suffers from the curse of dimensionality. Our goalis to mitigate this crucial obstruction developing a new version of dynamic programming algorithms based on a tree structure and exploiting the compact representation of the dynamical systems based on tensors notations via a model reduction approach. Here, we want to show how this algorithm can be constructed for general nonlinear control problems and to illustrate its performances on a number of challenging numerical tests. Our numerical results indicate a large decrease in memory requirements, as well as computational time, for the proposed problems. Moreover, we prove the convergence of the algorithm and give some hints on its implementation

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arXiv2022

Feedback reconstruction techniques for optimal control problems on a tree structure

The computation of feedback control using Dynamic Programming equation is a difficult task due the curse of dimensionality. The tree structure algorithm is one the methods introduced recently that mitigate this problem. The method computes the value function avoiding the construction of a space grid and the need for interpolation techniques using a discrete set of controls. However, the computation of the control is strictly linked to control set chosen in the computation of the tree. Here, we extend and complete the method selecting a finer control set in the computation of the feedback. This requires to use an interpolation method for scattered data which allows us to reconstruct the value function for nodes not belonging to the tree. The effectiveness of the method is shown via a numerical example.

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arXiv2022

Approximation of Optimal Control Problems for the Navier-Stokes equation via multilinear HJB-POD

We consider the approximation of some optimal control problems for the Navier-Stokes equation via a Dynamic Programming approach. These control problems arise in many industrial applications and are very challenging from the numerical point of view since the semi-discretization of the dynamics corresponds to an evolutive system of ordinary differential equations in very high dimension. The typical approach is based on the Pontryagin maximum principle and leads to a two point boundary value problem. Here we present a different approach based on the value function and the solution of a Bellman, a challenging problem in high dimension. We mitigate the curse of dimensionality via a recent multilinear approximation of the dynamics coupled with a dynamic programming scheme on a tree structure. We discuss several aspects related to the implementation of this new approach and we present some numerical examples to illustrate the results on classical control problems studied in the literature.

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arXiv2022

Data-driven Tensor Train Gradient Cross Approximation for Hamilton-Jacobi-Bellman Equations

A gradient-enhanced functional tensor train cross approximation method for the resolution of the Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control of nonlinear dynamics is presented. The procedure uses samples of both the solution of the HJB equation and its gradient to obtain a tensor train approximation of the value function. The collection of the data for the algorithm is based on two possible techniques: Pontryagin Maximum Principle and State Dependent Riccati Equations. Several numerical tests are presented in low and high dimension showing the effectiveness of the proposed method and its robustness with respect to inexact data evaluations, provided by the gradient information. The resulting tensor train approximation paves the way towards fast synthesis of the control signal in real-time applications.

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arXiv2022

Optimizing semilinear representations for State-dependent Riccati Equation-based feedback control

An optimized variant of the State Dependent Riccati Equations (SDREs) approach for nonlinear optimal feedback stabilization is presented. The proposed method is based on the construction of equivalent semilinear representations associated to the dynamics and their affine combination. The optimal combination is chosen to minimize the discrepancy between the SDRE control and the optimal feedback law stemming from the solution of the corresponding Hamilton Jacobi Bellman (HJB) equation. Numerical experiments assess effectiveness of the method in terms of stability of the closed-loop with near-to-optimal performance.

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arXiv2020

A tree structure algorithm for optimal control problems with state constraints

We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation of the constrained problem. Then the Dynamic Programming approach is developed by a discretization in time leading to a tree structure in space derived by the controlled dynamics, in this construction the state constraints are taken into account to cut several branches of the tree. Moreover, an additional pruning allows for the reduction of the tree complexity as for the case without state constraints. Since the method does not use an a priori space grid, no interpolation is needed for the reconstruction of the value function and the accuracy essentially relies on the time step $h$. These features permit a reduction in CPU time and in memory allocations. The synthesis of optimal feedback controls is based on the values on the tree and an interpolation on the values obtained on the tree will be necessary if a different discretization in the control space is adopted, e.g. to improve the accuracy of the method in the reconstruction of the optimal trajectories. Several examples show how this algorithm can be applied to problems in low dimension and compare it to a classical DP method on a grid.

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arXiv2019

A HJB-POD approach for the control of nonlinear PDEs on a tree structure

The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of the control relies on the resolution of a nonlinear PDE, the Hamilton-Jacobi-Bellman equation, with the same dimension of the original problem. Recently, a new numerical method to compute the value function on a tree structure has been introduced. The method allows to work without a structured grid and avoids any interpolation. Here, we aim to test the algorithm for nonlinear two dimensional PDEs. We apply model order reduction to decrease the computational complexity since the tree structure algorithm requires to solve many PDEs. Furthermore, we prove an error estimate which guarantees the convergence of the proposed method. Finally, we show efficiency of the method through numerical tests.

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arXiv2018

Error estimates for a tree structure algorithm solving finite horizon control problems

In the Dynamic Programming approach to optimal control problems a crucial role is played by the value function that is characterized as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. It is well known that this approach suffers of the "curse of dimensionality" and this limitation has reduced its practical in real world applications. Here we analyze a dynamic programming algorithm based on a tree structure. The tree is built by the time discrete dynamics avoiding in this way the use of a fixed space grid which is the bottleneck for high-dimensional problems, this also drops the projection on the grid in the approximation of the value function. We present some error estimates for a first order approximation based on the tree-structure algorithm. Moreover, we analyze a pruning technique for the tree to reduce the complexity and minimize the computational effort. Finally, we present some numerical tests.

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