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This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

The Bellman equation and its continuous-time counterpart, the Hamilton-Jacobi-Bellman (HJB) equation, serve as necessary conditions for optimality in reinforcement learning and optimal control. While the value function is known to be the…

Machine Learning · Computer Science 2025-03-07 Haoxiang You , Lekan Molu , Ian Abraham

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

This paper formalizes Hamiltonian-Informed Optimal Neural (Hion) controllers, a novel class of neural network-based controllers for dynamical systems and explicit non-linear model-predictive control. Hion controllers estimate future states…

Systems and Control · Electrical Eng. & Systems 2025-07-30 Josue N. Rivera , Dengfeng Sun

Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback…

Machine Learning · Computer Science 2017-03-21 Peeyush Kumar , Wolf Kohn , Zelda B. Zabinsky

This paper is concerned with stochastic impulse control problems in which the running cost changes depending on the impulse control. Because of such a dependence, it brings several difficulties when the usual dynamic programming principle…

Optimization and Control · Mathematics 2025-11-11 Yuchen Cao , Jiongmin Yong

Reinforcement learning is commonly associated with training of reward-maximizing (or cost-minimizing) agents, in other words, controllers. It can be applied in model-free or model-based fashion, using a priori or online collected system…

Systems and Control · Electrical Eng. & Systems 2022-09-01 Lukas Beckenbach , Pavel Osinenko , Stefan Streif

Traditional learning approaches proposed for controlling quadrotors or helicopters have focused on improving performance for specific trajectories by iteratively improving upon a nominal controller, for example learning from demonstrations,…

Systems and Control · Computer Science 2016-10-20 Somil Bansal , Anayo K. Akametalu , Frank J. Jiang , Forrest Laine , Claire J. Tomlin

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

Accurate dynamics models are critical for the design of predictive controller for autonomous mobile robots. Physics-based models are often too simple to capture relevant real-world effects, while data-driven models are data-intensive and…

Robotics · Computer Science 2026-04-07 Abdullah Altawaitan , Nikolay Atanasov

We propose a novel unsupervised learning framework for solving nonlinear optimal control problems (OCPs) with input constraints in real-time. In this framework, a neural network (NN) learns to predict the optimal co-state trajectory that…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Lihan Lian , Yuxin Tong , Uduak Inyang-Udoh

We present a novel, model-free, and data-driven methodology for controlling complex dynamical systems into previously unseen target states, including those with significantly different and complex dynamics. Leveraging a parameter-aware…

Chaotic Dynamics · Physics 2026-02-13 Daniel Köglmayr , Alexander Haluszczynski , Christoph Räth

We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipschitz continuous optimal control problems. We bridge the gap…

Optimization and Control · Mathematics 2024-04-23 Namkyeong Cho , Yeoneung Kim

This paper addresses the problem of online inverse reinforcement learning for systems with limited data and uncertain dynamics. In the developed approach, the state and control trajectories are recorded online by observing an agent perform…

Systems and Control · Electrical Eng. & Systems 2020-08-21 Ryan Self , S M Nahid Mahmud , Katrine Hareland , Rushikesh Kamalapurkar

Autonomous systems have witnessed a rapid increase in their capabilities, but it remains a challenge for them to perform tasks both effectively and safely. The fact that performance and safety can sometimes be competing objectives renders…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Hao Wang , Adityaya Dhande , Somil Bansal

The stable combination of optimal feedback policies with online learning is studied in a new control-theoretic framework for uncertain nonlinear systems. The framework can be systematically used in transfer learning and sim-to-real…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Brett T. Lopez , Jean-Jacques E. Slotine

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior…

Statistical Mechanics · Physics 2022-02-18 Corneel Casert , Isaac Tamblyn , Stephen Whitelam

An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

Optimization and Control · Mathematics 2017-12-29 Hongwei Mei , Jiongmin Yong

This paper describes a methodology for learning flight control systems from human demonstrations and interventions while considering the estimated uncertainty in the learned models. The proposed approach uses human demonstrations to train…

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