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We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…

Optimization and Control · Mathematics 2016-01-06 June Andrews , Alexander Vladimirsky

We investigate the problem of data-driven, on-the-fly control of systems with unknown nonlinear dynamics where data from only a single finite-horizon trajectory and possibly side information on the dynamics are available. Such side…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Franck Djeumou , Abraham P. Vinod , Eric Goubault , Sylvie Putot , Ufuk Topcu

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

A general framework is presented for analyzing the stability and performance of nonlinear and linear parameter varying (LPV) time delayed systems. First, the input/output behavior of the time delay operator is bounded in the frequency…

Systems and Control · Computer Science 2015-04-13 Harald Pfifer , Peter Seiler

This paper studies data-driven iterative learning control (ILC) for linear time-invariant (LTI) systems with unknown dynamics, output disturbances and input box-constraints. Our main contributions are: 1) using a non-parametric data-driven…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Jia Wang , Leander Hemelhof , Ivan Markovsky , Panagiotis Patrinos

This paper focuses on formally verifying invariant properties of control programs both at the model and code levels. The physical process is described by an uncertain discrete-time state-space system, where the dependence of the state-space…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Elias Khalife , Pierre-Loic Garoche , Mazen Farhood

This paper presents a data-driven method to find a closed-loop optimal controller, which minimizes a specified infinite-horizon cost function for systems with unknown dynamics. Suppose the closed-loop optimal controller can be parameterized…

Machine Learning · Computer Science 2025-11-20 Wenjian Hao , Paulo C. Heredia , Shaoshuai Mou

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

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

Inverse optimal control (IOC) is about estimating an unknown objective of interest given its optimal control sequence. However, truly optimal demonstrations are often difficult to obtain, e.g., due to human errors or inaccurate…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Rahel Rickenbach , Anna Scampicchio , Melanie N. Zeilinger

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…

Optimization and Control · Mathematics 2023-04-04 Aditya Dave , Ioannis Faros , Nishanth Venkatesh , Andreas A. Malikopoulos

We develop a learning-based control algorithm for unknown dynamical systems under very severe data limitations. Specifically, the algorithm has access to streaming and noisy data only from a single and ongoing trial. It accomplishes such…

Systems and Control · Electrical Eng. & Systems 2021-12-30 Franck Djeumou , Ufuk Topcu

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

Optimization and Control · Mathematics 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

The goal of Inverse Optimal Control (IOC) is to identify the underlying objective function based on observed optimal trajectories. It provides a powerful framework to model expert's behavior, and a data-driven way to design an objective…

Optimization and Control · Mathematics 2022-04-28 Han Zhang , Axel Ringh , Weihan Jiang , Shaoyuan Li , Xiaoming Hu

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

In this work we examine the problem of data-driven prediction. That is, given a LTI system with unknown dynamics, we wish to use data collected from the system to predict the system's output response to a given sequence of known inputs.…

Optimization and Control · Mathematics 2026-04-14 Joel Stevens , Jeremy Coulson

In the context of dynamical systems, nonlinearity measures quantify the strength of nonlinearity by means of the distance of their input-output behaviour to a set of linear input-output mappings. In this paper, we establish a framework to…

Systems and Control · Electrical Eng. & Systems 2022-11-28 Tim Martin , Frank Allgöwer

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov