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Many robotics tasks, such as path planning or trajectory optimization, are formulated as optimal control problems (OCPs). The key to obtaining high performance lies in the design of the OCP's objective function. In practice, the objective…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Trevor Barron , Xiaojing Zhang

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…

Optimization and Control · Mathematics 2025-05-22 Ke Ren , Peyman Mohajerin Esfahani , Angelos Georghiou

This paper focuses on inverse reinforcement learning (IRL) to enable safe and efficient autonomous navigation in unknown partially observable environments. The objective is to infer a cost function that explains expert-demonstrated…

Machine Learning · Computer Science 2020-02-27 Tianyu Wang , Vikas Dhiman , Nikolay Atanasov

We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…

Optimization and Control · Mathematics 2022-06-23 Asaf Cassel , Alon Cohen , Tomer Koren

The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jie Xiong

Maximum Causal Entropy (MCE) Inverse Optimal Control (IOC) has become an effective tool for modelling human behaviour in many control tasks. Its advantage over classic techniques for estimating human policies is the transferability of the…

Systems and Control · Computer Science 2016-07-20 Felix Schmitt , Hans-Joachim Bieg , Dietrich Manstetten , Michael Herman , Rainer Stiefelhagen

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

Machine Learning · Computer Science 2012-06-22 Sergey Levine , Vladlen Koltun

Learning representations for solutions of constrained optimization problems (COPs) with unknown cost functions is challenging, as models like (Variational) Autoencoders struggle to enforce constraints when decoding structured outputs. We…

Machine Learning · Computer Science 2025-09-22 Alan A. Lahoud , Erik Schaffernicht , Johannes A. Stork

Learning-based control algorithms require data collection with abundant supervision for training. Safe exploration algorithms ensure the safety of this data collection process even when only partial knowledge is available. We present a new…

Robotics · Computer Science 2020-10-29 Yashwanth Kumar Nakka , Anqi Liu , Guanya Shi , Anima Anandkumar , Yisong Yue , Soon-Jo Chung

Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Duc Cuong Nguyen , Phuong Nam Dao

This paper proposes an inverse optimal control method which enables a robot to incrementally learn a control objective function from a collection of trajectory segments. By saying incrementally, it means that the collection of trajectory…

Robotics · Computer Science 2022-02-03 Zihao Liang , Wanxin Jin , Shaoshuai Mou

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

Inverse optimization (Inverse optimal control) is the task of imputing a cost function such that given test points (trajectories) are (nearly) optimal with respect to the discovered cost. Prior methods in inverse optimization assume that…

Optimization and Control · Mathematics 2025-10-21 Filip Bečanović , Jared Miller , Vincent Bonnet , Kosta Jovanović , Samer Mohammed

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

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

Perception modules are integral in many modern autonomous systems, but their accuracy can be subject to the vagaries of the environment. In this paper, we propose a learning-based approach that can automatically characterize the error of a…

Robotics · Computer Science 2024-03-05 Dawei Sun , Benjamin C. Yang , Sayan Mitra

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares