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Model predictive control (MPC) is widely used in industries but implementing it poses challenges due to hardware or time constraints. A promising solution is to approximate the MPC policy using function approximators like neural networks.…

Optimization and Control · Mathematics 2026-05-08 Chenchen Zhou , Yi Cao , Shuang-hua Yang

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem…

Artificial Intelligence · Computer Science 2018-11-13 Jaromír Janisch , Tomáš Pevný , Viliam Lisý

We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and…

Machine Learning · Computer Science 2021-12-22 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

This paper proposes novel approaches for designing control Lyapunov functions (CLFs) for constrained linear systems. We leverage recent configuration-constrained polyhedral computing techniques to devise piecewise affine convex CLFs.…

Optimization and Control · Mathematics 2025-03-21 Boris Houska , Matthias A. Müller , Mario E. Villanueva

This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Jing Lai , Junlin Xiong , Zhan Shu

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

A self-learning approach for optimal feedback gains for finite-horizon nonlinear continuous time control systems is proposed and analysed. It relies on parameter dependent approximations to the optimal value function obtained from a family…

Optimization and Control · Mathematics 2023-02-28 Karl Kunisch , Daniel Walter

This paper studies the inverse optimal control problem for continuous-time linear quadratic regulators over finite-time horizon, aiming to reconstruct the control, state, and terminal cost matrices in the objective function from observed…

Optimization and Control · Mathematics 2025-10-07 Yuexin Cao , Yibei Li , Zhuo Zou , Xiaoming Hu

Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

This paper presents a distributed learning model predictive control (DLMPC) scheme for distributed linear time invariant systems with coupled dynamics and state constraints. The proposed solution method is based on an online distributed…

Systems and Control · Electrical Eng. & Systems 2020-06-25 Yvonne R. Stürz , Edward L. Zhu , Ugo Rosolia , Karl H. Johansson , Francesco Borrelli

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

Model predictive control (MPC) is increasingly being considered for control of fast systems and embedded applications. However, the MPC has some significant challenges for such systems. Its high computational complexity results in high…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

In this paper, we propose a cost-matching approach for optimal humanoid locomotion within a Model Predictive Control (MPC)-based Reinforcement Learning (RL) framework. A parameterized MPC formulation with centroidal dynamics is trained to…

Robotics · Computer Science 2026-03-31 Wenqi Cai , Kyriakos G. Vamvoudakis , Sébastien Gros , Anthony Tzes

In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Our results cover the finite horizon case, with minimax…

Optimization and Control · Mathematics 2010-06-14 Dimitris Bertsimas , Dan A. Iancu , Pablo A. Parrilo

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

Optimization and Control · Mathematics 2017-12-20 Dimitri P. Bertsekas

This paper develops a data-driven inverse reinforcement learning technique for a class of linear systems to estimate the cost function of an agent online, using input-output measurements. A simultaneous state and parameter estimator is…

Systems and Control · Computer Science 2021-07-07 Rushikesh Kamalapurkar

Model-based reinforcement learning attempts to use an available or learned model to improve the data efficiency of reinforcement learning. This work proposes a one-step lookback approach that jointly learns the deep incremental model and…

Robotics · Computer Science 2025-02-28 Cong Li

This chapter studies emerging cyber-attacks on reinforcement learning (RL) and introduces a quantitative approach to analyze the vulnerabilities of RL. Focusing on adversarial manipulation on the cost signals, we analyze the performance…

Machine Learning · Computer Science 2020-07-22 Yunhan Huang , Quanyan Zhu

Inverse Optimal Control (IOC) is a powerful framework for learning a behaviour from observations of experts. The framework aims to identify the underlying cost function that the observed optimal trajectories (the experts' behaviour) are…

Optimization and Control · Mathematics 2023-05-25 Han Zhang , Axel Ringh