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This paper proposes a fully data-driven approach for optimal control of nonlinear control-affine systems represented by a stochastic diffusion. The focus is on the scenario where both the nonlinear dynamics and stage cost functions are…

Optimization and Control · Mathematics 2025-11-03 Nicolas Hoischen , Petar Bevanda , Stefan Sosnowski , Sandra Hirche , Boris Houska

To create efficient-high performing processes, one must find an optimal design with its corresponding controller that ensures optimal operation in the presence of uncertainty. When comparing different process designs, for the comparison to…

Systems and Control · Electrical Eng. & Systems 2021-08-12 Steven Sachio , Max Mowbray , Maria Papathanasiou , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

Optimization and Control · Mathematics 2018-01-22 Raino A. E. Mäkinen

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

We propose a novel approach for navigating in polygonal environments by synthesizing controllers that take as input relative displacement measurements with respect to a set of landmarks. Our algorithm is based on solving a sequence of…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Mahroo Bahreinian , Erfan Aasi , Roberto Tron

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Statistics Theory · Mathematics 2024-05-28 Sören Christensen , Claudia Strauch , Lukas Trottner

The optimal controller design problem for a linear, first-order spatially-invariant distributed parameter system is considered. Through a case study of the Linear Quadratic Regulator (LQR) problem for the diffusion equation over the torus,…

Optimization and Control · Mathematics 2026-03-20 Addie McCurdy , Andrew Gusty , Emily Jensen

We consider a risk-averse optimal control problem governed by an elliptic variational inequality (VI) subject to random inputs. By deriving KKT-type optimality conditions for a penalised and smoothed problem and studying convergence of the…

Optimization and Control · Mathematics 2025-05-26 Amal Alphonse , Caroline Geiersbach , Michael Hintermüller , Thomas M. Surowiec

We revisit the incremental autonomous exploration problem proposed by Lim & Auer (2012). In this setting, the agent aims to learn a set of near-optimal goal-conditioned policies to reach the $L$-controllable states: states that are…

Machine Learning · Computer Science 2022-05-24 Haoyuan Cai , Tengyu Ma , Simon Du

A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be…

Optimization and Control · Mathematics 2021-11-22 Taouba Jouini , Anders Rantzer

In this paper, we consider an optimal control problem of an ordinary differential inclusion governed by the hypergraph Laplacian, which is defined as a subdifferential of a convex function and then is a set-valued operator. We can assure…

Optimization and Control · Mathematics 2024-09-04 Takeshi Fukao , Masahiro Ikeda , Shun Uchida

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

Inferring the intent of an intelligent agent from demonstrations and subsequently predicting its behavior, is a critical task in many collaborative settings. A common approach to solve this problem is the framework of inverse reinforcement…

Machine Learning · Computer Science 2021-10-05 Samuel Tesfazgi , Armin Lederer , Sandra Hirche

We propose a function-learning methodology with a control-theoretical foundation. We parametrise the approximating function as the solution to a control system on a reproducing-kernel Hilbert space, and propose several methods to find the…

Optimization and Control · Mathematics 2024-06-18 Paolo Colusso , Damir Filipović

We consider an LQR optimal control problem with partially unknown dynamics. We propose a new model-based online algorithm to obtain an approximation of the dynamics $and$ the control at the same time during a single simulation.

Numerical Analysis · Mathematics 2021-05-31 Agnese Pacifico , Andrea Pesare , Maurizio Falcone

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$…

Numerical Analysis · Mathematics 2023-08-03 Thomas Führer , Michael Karkulik

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls, but possibly nonlinear in the state variables, and the…

Optimization and Control · Mathematics 2013-10-01 Ralf Banisch , Carsten Hartmann