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We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

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

Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

Optimization and Control · Mathematics 2025-11-27 Akash Vyas , Shreyas Kumar , Jayant Kumar Mohanta , Ravi Prakash

This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS)…

Optimization and Control · Mathematics 2017-03-22 Milan Korda , Didier Henrion , Colin N. Jones

Many optimal control problems are formulated as two point boundary value problems (TPBVPs) with conditions of optimality derived from the Hamilton-Jacobi-Bellman (HJB) equations. In most cases, it is challenging to solve HJBs due to the…

Optimization and Control · Mathematics 2019-07-25 Sixiong You , Ran Dai , Ping Lu

The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…

Optimization and Control · Mathematics 2025-07-03 Erhan Bayraktar , Ali D. Kara

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…

Optimization and Control · Mathematics 2021-03-17 Sergey Dolgov , Dante Kalise , Karl Kunisch

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

Machine Learning · Computer Science 2023-02-27 Kush Bhatia , Wenshuo Guo , Jacob Steinhardt

We consider a stochastic optimal exit time feedback control problem. The Bellman equation is solved approximatively via the Policy Iteration algorithm on a polynomial ansatz space by a sequence of linear equations. As high degree…

Optimization and Control · Mathematics 2020-10-12 Konstantin Fackeldey , Mathias Oster , Leon Sallandt , Reinhold Schneider

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

We propose a neural network approach that yields approximate solutions for high-dimensional optimal control problems and demonstrate its effectiveness using examples from multi-agent path finding. Our approach yields controls in a feedback…

Optimization and Control · Mathematics 2022-06-29 Derek Onken , Levon Nurbekyan , Xingjian Li , Samy Wu Fung , Stanley Osher , Lars Ruthotto

Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…

Optimization and Control · Mathematics 2021-04-14 Mathias Oster , Leon Sallandt , Reinhold Schneider

This paper introduces a reinforcement learning-based tracking control approach for a class of nonlinear systems using neural networks. In this approach, adversarial attacks were considered both in the actuator and on the outputs. This…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Farshad Rahimi , Sepideh Ziaei

This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…

Optimization and Control · Mathematics 2019-05-21 Jilie Zhang , Zhanshan Wang , Hongwei Zhang

We propose a novel formulation for approximating reachable sets through a minimum discounted reward optimal control problem. The formulation yields a continuous solution that can be obtained by solving a Hamilton-Jacobi equation.…

Optimization and Control · Mathematics 2018-09-05 Anayo K. Akametalu , Shromona Ghosh , Jaime F. Fisac , Claire J. Tomlin

In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a…

Optimization and Control · Mathematics 2024-11-26 Getachew K. Befekadu

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar