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We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence. Our work introduces Stochastic Optimal Control Matching (SOCM), a novel…

Optimization and Control · Mathematics 2024-10-14 Carles Domingo-Enrich , Jiequn Han , Brandon Amos , Joan Bruna , Ricky T. Q. Chen

A practical approach to robot reinforcement learning is to first collect a large batch of real or simulated robot interaction data, using some data collection policy, and then learn from this data to perform various tasks, using offline…

Robotics · Computer Science 2021-06-02 Shadi Endrawis , Gal Leibovich , Guy Jacob , Gal Novik , Aviv Tamar

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

This paper introduces a novel model-free and a partially model-free algorithm for inverse optimal control (IOC), also known as inverse reinforcement learning (IRL), aimed at estimating the cost function of continuous-time nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Hamed Jabbari Asl , Eiji Uchibe

Effective optimization is essential for interactive systems to provide a satisfactory user experience. However, it is often challenging to find an objective to optimize for. Generally, such objectives are manually crafted and rarely capture…

Artificial Intelligence · Computer Science 2019-12-17 Ziming Li , Julia Kiseleva , Alekh Agarwal , Maarten de Rijke

In this paper, we propose a new algorithm to solve the Inverse Stochastic Optimal Control (ISOC) problem of the linear-quadratic sensorimotor (LQS) control model. The LQS model represents the current state-of-the-art in describing…

Optimization and Control · Mathematics 2024-03-20 Philipp Karg , Manuel Hess , Balint Varga , Sören Hohmann

Data-driven iterative learning control can achieve high performance for systems performing repeating tasks without the need for modeling. The aim of this paper is to develop a fast data-driven method for iterative learning control that is…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Leontine Aarnoudse , Tom Oomen

To advance the paradigm of autonomous operation for nuclear power plants, a data-driven machine learning approach to control is sought. Autonomous operation for next-generation reactor designs is anticipated to bolster safety and improve…

Systems and Control · Electrical Eng. & Systems 2022-03-01 Akshay J. Dave , Haoyu Wang , Roberto Ponciroli , Richard B. Vilim

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing…

Optimization and Control · Mathematics 2026-04-13 Carles Domingo-Enrich , Jiequn Han

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Real-world multiobjective optimization problems usually involve conflicting objectives that change over time, which requires the optimization algorithms to quickly track the Pareto optimal front (POF) when the environment changes. In recent…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Dejun Xu , Min Jiang , Weizhen Hu , Shaozi Li , Renhu Pan , Gary G. Yen

We present a data-driven shared control algorithm that can be used to improve a human operator's control of complex dynamic machines and achieve tasks that would otherwise be challenging, or impossible, for the user on their own. Our method…

Robotics · Computer Science 2020-06-15 Alexander Broad , Ian Abraham , Todd Murphey , Brenna Argall

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Bo Pang , Zhong-Ping Jiang

In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…

Optimization and Control · Mathematics 2017-07-25 Peyman Mohajerin Esfahani , Soroosh Shafieezadeh-Abadeh , Grani Adiwena Hanasusanto , Daniel Kuhn

Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…

Machine Learning · Computer Science 2024-10-01 Yue Wang , Jinjun Xiong , Shaofeng Zou

Reinforcement learning can acquire complex behaviors from high-level specifications. However, defining a cost function that can be optimized effectively and encodes the correct task is challenging in practice. We explore how inverse optimal…

Machine Learning · Computer Science 2016-05-30 Chelsea Finn , Sergey Levine , Pieter Abbeel

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard