3 papers
stat.ML2025
Safely Learning Controlled Stochastic Dynamics
Luc Brogat-Motte, Alessandro Rudi, Riccardo Bonalli
We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regi…
stat.ML2024
Learning Controlled Stochastic Differential Equations
Luc Brogat-Motte, Riccardo Bonalli, Alessandro Rudi
We study the problem of learning controlled stochastic differential equations (SDEs) \[ dX_t = b(t,X_t,u_t)\,dt + σ(t,X_t,u_t)\,dW_t, \] whose drift and diffusion depend nonlinearl…
cs.LG2023
Non-Parametric Learning of Stochastic Differential Equations with Non-asymptotic Fast Rates of Convergence
Riccardo Bonalli, Alessandro Rudi
We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of multi-dimensional non-linear stochastic differential equations, wh…