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The design of the performance index, also referred to as cost or reward shaping, is central to both optimal control and reinforcement learning, as it directly determines the behaviors, trade-offs, and objectives that the resulting control…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Ayush Rai , Shaoshuai Mou , Brian D. O. Anderson

In this paper, we consider the design of data-driven predictive controllers for nonlinear systems from input-output data via linear-in-control input Koopman lifted models. Instead of identifying and simulating a Koopman model to predict…

Optimization and Control · Mathematics 2024-05-03 Thomas de Jong , Valentina Breschi , Maarten Schoukens , Mircea Lazar

This work presents a novel data-driven framework for constructing eigenfunctions of the Koopman operator geared toward prediction and control. The method leverages the richness of the spectrum of the Koopman operator away from attractors to…

Optimization and Control · Mathematics 2020-05-08 Milan Korda , Igor Mezić

We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

Optimization and Control · Mathematics 2021-05-31 Andrea Pesare , Michele Palladino , Maurizio Falcone

The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…

Optimization and Control · Mathematics 2022-09-22 Han Zhang , Axel Ringh

This work considers the stability of nonlinear stochastic receding horizon control when the optimal controller is only computed approximately. A number of general classes of controller approximation error are analysed including…

Optimization and Control · Mathematics 2018-12-03 Francesco Bertoli , Adrian N. Bishop

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

We present a method for finding optimal controllers for unknown, time-varying, dynamic systems which can be re-initialized from a given initial condition repeatedly, in which the performance measure is available for sampling with noise, but…

Optimization and Control · Mathematics 2018-08-16 Alexander Scheinker , David Scheinker

An adaptive controller with bounded l2-gain from disturbances to errors is derived for linear time-invariant systems with uncertain parameters restricted to a finite set. The gain bound refers to the closed loop system, including the…

Optimization and Control · Mathematics 2024-04-09 Anders Rantzer

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverages data samples of system dynamics and stage cost functions,…

Optimization and Control · Mathematics 2025-04-28 Petar Bevanda , Nicolas Hoischen , Tobias Wittmann , Jan Brüdigam , Sandra Hirche , Boris Houska

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

This paper presents a generalizable methodology for data-driven identification of nonlinear dynamics that bounds the model error in terms of the prediction horizon and the magnitude of the derivatives of the system states. Using…

Machine Learning · Statistics 2021-05-03 Giorgos Mamakoukas , Maria L. Castano , Xiaobo Tan , Todd D. Murphey

We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…

Systems and Control · Computer Science 2016-02-02 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis
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