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In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Zheming Wang , Raphaël M. Jungers

In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…

Optimization and Control · Mathematics 2018-11-02 Yibei Li , Yu Yao , Xiaoming Hu

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

Optimization and Control · Mathematics 2021-02-25 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate

This article presents a novel framework for the robust controller synthesis problem in discrete-time systems using dynamic Integral Quadratic Constraints (IQCs). We present an algorithm to minimize closed-loop performance measures such as…

Systems and Control · Electrical Eng. & Systems 2025-03-31 Lukas Schwenkel , Johannes Köhler , Matthias A. Müller , Carsten W. Scherer , Frank Allgöwer

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

Optimization and Control · Mathematics 2025-04-24 Eunhyek Joa , Francesco Borrelli

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

Optimization and Control · Mathematics 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames

Conditions for input-output stability of barrier-based model predictive control of linear systems with linear and convex nonlinear (hard or soft) constraints are established through the construction of integral quadratic constraints (IQCs).…

Systems and Control · Computer Science 2019-03-12 Panagiotis Petsagkourakis , William P. Heath , Joaquin Carrasco , Constantinos Theodoropoulos

This paper develops a direct data-driven inverse optimal control (3DIOC) algorithm for the linear time-invariant (LTI) system who conducts a linear quadratic (LQ) control, where the underlying objective function is learned directly from…

Optimization and Control · Mathematics 2024-09-18 Chendi Qu , Jianping He , Xiaoming Duan

Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…

Optimization and Control · Mathematics 2026-02-10 Ziliang Wang , Axel Ringh , Han Zhang

We develop data-driven algorithms for reachability analysis and control of systems with a priori unknown nonlinear dynamics. The resulting algorithms not only are suitable for settings with real-time requirements but also provide provable…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Franck Djeumou , Abraham P. Vinod , Eric Goubault , Sylvie Putot , Ufuk Topcu

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper proposes a data-driven, iterative approach for inverse optimal control (IOC), which aims to learn the objective function of a nonlinear optimal control system given its states and inputs. The approach solves the IOC problem in a…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Zihao Liang , Wenjian Hao , Shaoshuai Mou

A method for certifying exact input trackability for constrained discrete time linear systems is introduced in this paper. A signal is assumed to be drawn from a reference set and the system must track this signal with a linear combination…

Optimization and Control · Mathematics 2015-04-21 Tomasz T. Gorecki , Altuğ Bitlislioğlu , Giorgos Stathopoulos , Colin N. Jones

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We consider the problem of optimal trajectory tracking for unknown systems. A novel data-enabled predictive control (DeePC) algorithm is presented that computes optimal and safe control policies using real-time feedback driving the unknown…

Optimization and Control · Mathematics 2019-03-19 Jeremy Coulson , John Lygeros , Florian Dörfler

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros