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Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

Classically, the optimal control problem in the presence of an adversary is formulated as a two-player zero-sum differential game or an $H_\infty$ control problem. The solution to these problems can be obtained by solving the…

Optimization and Control · Mathematics 2022-04-26 Alexander Krolicki , Sarang Sutavani , Umesh Vaidya

Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…

Machine Learning · Computer Science 2020-01-09 Felix Leibfried , Sergio Pascual-Diaz , Jordi Grau-Moya

This work proposed an efficient learning-based framework to learn feedback control policies from human teleoperated demonstrations, which achieved obstacle negotiation, staircase traversal, slipping control and parcel delivery for a tracked…

Robotics · Computer Science 2021-08-11 Jiacheng Gu , Zhibin Li

We propose a new LMI approach to the design of optimal switching sequences for polynomial dynamical systems with state constraints. We formulate the switching design problem as an optimal control problem which is then relaxed to a linear…

Optimization and Control · Mathematics 2013-03-11 Didier Henrion , Jamal Daafouz , Mathieu Claeys

The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Andrea Martinelli , Matilde Gargiani , John Lygeros

We propose a function-learning methodology with a control-theoretical foundation. We parametrise the approximating function as the solution to a control system on a reproducing-kernel Hilbert space, and propose several methods to find the…

Optimization and Control · Mathematics 2024-06-18 Paolo Colusso , Damir Filipović

This work presents a technique for learning systems, where the learning process is guided by knowledge of the physics of the system. In particular, we solve the problem of the two-point boundary optimal control problem of linear…

Systems and Control · Electrical Eng. & Systems 2021-05-03 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…

Optimization and Control · Mathematics 2024-01-30 Boris Lohmann , Joscha Bongard

In this paper, a multi-objective model-following control problem is solved using an observer-based adaptive learning scheme. The overall goal is to regulate the model-following error dynamics along with optimizing the dynamic variables of a…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Mohammed I. Abouheaf , Kyriakos G. Vamvoudakis , Mohammad A. Mayyas , Hashim A. Hashim

Closed-loop optimal control design for high-dimensional nonlinear systems has been a long-standing challenge. Traditional methods, such as solving the associated Hamilton-Jacobi-Bellman equation, suffer from the curse of dimensionality.…

Optimization and Control · Mathematics 2026-01-01 Xuanxi Zhang , Jihao Long , Wei Hu , Weinan E , Jiequn Han

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

Optimization and Control · Mathematics 2020-05-19 Sudeep Kundu , Karl Kunisch

The maximum hands-off control is the optimal solution to the L0 optimal control problem. It has the minimum support length among all feasible control inputs. To avoid computational difficulties arising from its combinatorial nature, the…

Optimization and Control · Mathematics 2024-02-19 Takuya Ikeda

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

Optimization and Control · Mathematics 2015-07-31 MirSaleh Bahavarnia

In this paper infinite horizon optimal control problems for nonlinear high-dimensional dynamical systems are studied. Nonlinear feedback laws can be computed via the value function characterized as the unique viscosity solution to the…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Stefan Volkwein

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady