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A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jiaqiang Wen , Jie Xiong

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterise the value function via HJB equation…

Optimization and Control · Mathematics 2014-09-16 Mrinal K. Ghosh , Subhamay Saha

We develop a conservative continuous-time stochastic control framework for treatment optimization from irregularly sampled patient trajectories. The unknown patient dynamics are modeled as a controlled stochastic differential equation with…

Machine Learning · Computer Science 2026-03-18 Nora Schneider , Georg Manten , Niki Kilbertus

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

We employ optimal control theory to study the problem of estimating the probability density function from a data set originating from an unknown probability distribution. The original variational problem is reformulated as a multi-stage…

Optimization and Control · Mathematics 2025-10-02 Markus Hegland , C. Yalçın Kaya

The process of designing costmaps for off-road driving tasks is often a challenging and engineering-intensive task. Recent work in costmap design for off-road driving focuses on training deep neural networks to predict costmaps from sensory…

Safe learning of control policies remains challenging, both in optimal control and reinforcement learning. In this article, we consider safe learning of parametrized predictive controllers that operate with incomplete information about the…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Sebastian Hirt , Maik Pfefferkorn , Rolf Findeisen

A purely state-dependent cost function can be modified by introducing a control-dependent term rewarding submaximal control utilization. A moderation incentive is identically zero on the boundary of the admissible control region and…

Optimization and Control · Mathematics 2010-01-05 Debra Lewis

Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go.…

Systems and Control · Computer Science 2012-03-19 Bart van den Broek , Wim Wiegerinck , Hilbert Kappen

Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the…

We extend the learning from demonstration paradigm by providing a method for learning unknown constraints shared across tasks, using demonstrations of the tasks, their cost functions, and knowledge of the system dynamics and control…

Robotics · Computer Science 2019-02-22 Glen Chou , Dmitry Berenson , Necmiye Ozay

Guided policy search algorithms have been proven to work with incredible accuracy for not only controlling a complicated dynamical system, but also learning optimal policies from various unseen instances. One assumes true nature of the…

Systems and Control · Electrical Eng. & Systems 2020-10-02 Prakash Mallick , Zhiyong Chen , Mohsen Zamani

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

Optimizing the energy efficiency of driving processes provides valuable insights into the underlying physics and is of crucial importance for numerous applications, from biological processes to the design of machines and robots. Knowledge…

Soft Condensed Matter · Physics 2024-04-02 Sarah A. M. Loos , Samuel Monter , Felix Ginot , Clemens Bechinger

We consider deterministic finite-horizon optimal control problems with a fixed initial state. We introduce an on-line policy iteration method, which, starting from a given policy, however obtained, generates a sequence of cost-improving…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Yuchao Li , Fei Chen , Yingke Li , Chuchu Fan , Dimitri Bertsekas

In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…

Optimization and Control · Mathematics 2026-05-06 Emmanuel Junior Wafo Wembe , Adnane Saoud

Model-based reinforcement learning seeks to simultaneously learn the dynamics of an unknown stochastic environment and synthesise an optimal policy for acting in it. Ensuring the safety and robustness of sequential decisions made through a…

Machine Learning · Computer Science 2023-10-04 Matthew Wicker , Luca Laurenti , Andrea Patane , Nicola Paoletti , Alessandro Abate , Marta Kwiatkowska

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…

Optimization and Control · Mathematics 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea