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Related papers: Data-Driven Optimal Control via Linear Transfer Op…

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This work focuses on developing a data-driven framework using Koopman operator theory for system identification and linearization of nonlinear systems for control. Our proposed method presents a deep learning framework with recursive…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Madhur Tiwari , George Nehma , Bethany Lusch

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little has been done on data-driven stochastic control. In this…

Systems and Control · Electrical Eng. & Systems 2023-08-04 Guanru Pan , Ruchuan Ou , Timm Faulwasser

We consider nonlinear optimal control problems (OCPs) for which all problem data are polynomial. In the first part of the paper, we review how occupation measures can be used to approximate pointwise the optimal value function of a given…

Optimization and Control · Mathematics 2008-12-18 Didier Henrion , Jean B. Lasserre , Carlo Savorgnan

Control invariant set is critical for guaranteeing safe control and the problem of computing control invariant set for linear discrete-time system is revisited in this paper by using a data-driven approach. Specifically, sample points on…

Optimization and Control · Mathematics 2022-11-24 Jun Xu , Fanglin Chen

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

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

Recent work [Ran22] formulated a class of optimal control problems involving positive linear systems, linear stage costs, and elementwise constraints on control. It was shown that the problem admits linear optimal cost and the associated…

Optimization and Control · Mathematics 2023-09-27 Yuchao Li , Anders Rantzer

Dynamical systems with a distributed yet interconnected structure, like multi-rigid-body robots or large-scale multi-agent systems, introduce valuable sparsity into the system dynamics that can be exploited in an optimal control setting for…

Robotics · Computer Science 2021-04-08 Roshan Pradhan , Shuo Yang , Frank Dellaert , Howie Choset , Matthew Travers

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

Attention to data-driven optimization approaches, including the well-known stochastic gradient descent method, has grown significantly over recent decades, but data-driven constraints have rarely been studied, because of the computational…

Machine Learning · Computer Science 2023-10-11 Shuoguang Yang , Xudong Li , Guanghui Lan

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Joshua Pilipovsky , Panagiotis Tsiotras

In recent years, the success of the Koopman operator in dynamical systems analysis has also fueled the development of Koopman operator-based control frameworks. In order to preserve the relatively low data requirements for an approximation…

Optimization and Control · Mathematics 2020-10-15 Sebastian Peitz , Samuel E. Otto , Clarence W. Rowley

Optimal control theory is usually formulated as an indirect method requiring the solution of a two-point boundary value problem. Practically, the solution is obtained by iterative forward and backward propagation of quantum wavepackets.…

Quantum Physics · Physics 2020-10-09 Alejandro R. Ramos Ramos , Oliver Kühn

This paper introduces a framework for solving time-autonomous nonlinear infinite horizon optimal control problems, under the assumption that all minimizers satisfy Pontryagin's necessary optimality conditions. In detail, we use methods from…

Optimization and Control · Mathematics 2020-03-04 Mario E. Villanueva , Colin Jones , Boris Houska

In this paper, we present an approach for designing feedback controllers for polynomial systems that maximize the size of the time-limited backwards reachable set (BRS). We rely on the notion of occupation measures to pose the synthesis…

Robotics · Computer Science 2013-06-03 Anirudha Majumdar , Ram Vasudevan , Mark M. Tobenkin , Russ Tedrake

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann
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