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This paper develops a direct data-driven inverse optimal control (3DIOC) algorithm for the linear time-invariant (LTI) system who conducts a linear quadratic (LQ) control, where the underlying objective function is learned directly from…

Optimization and Control · Mathematics 2024-09-18 Chendi Qu , Jianping He , Xiaoming Duan

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…

Optimization and Control · Mathematics 2019-05-17 Juanjuan Xu , Huanshui Zhang

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

Optimization and Control · Mathematics 2017-12-20 Dimitri P. Bertsekas

The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…

Systems and Control · Computer Science 2018-12-10 Hildo Bijl , Thomas B. Schön

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

This paper focuses on inverse reinforcement learning (IRL) for autonomous robot navigation using semantic observations. The objective is to infer a cost function that explains demonstrated behavior while relying only on the expert's…

Machine Learning · Computer Science 2020-06-12 Tianyu Wang , Vikas Dhiman , Nikolay Atanasov

A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…

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

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Optimal control (OC) using inverse dynamics provides numerical benefits such as coarse optimization, cheaper computation of derivatives, and a high convergence rate. However, to take advantage of these benefits in model predictive control…

Robotics · Computer Science 2023-03-24 Carlos Mastalli , Saroj Prasad Chhatoi , Thomas Corbères , Steve Tonneau , Sethu Vijayakumar

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Machine Learning · Computer Science 2021-05-26 Firas Jarboui , Vianney Perchet

In this paper, we present the combined learning-and-control (CLC) approach, which is a new way to solve optimal control problems with unknown dynamics by unifying model-based control and data-driven learning. The key idea is simple: we…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Panagiotis Kounatidis , Andreas A. Malikopoulos

This paper presents an iterative learning control (ILC) scheme for continuously operated repetitive systems for which no initial condition reset exists. To accomplish this, we develop a lifted system representation that accounts for the…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Maxwell Wu , Mitchell Cobb , James Reed , Kirti Mishra , Chris Vermillion , Kira Barton

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

This manuscript develops a new framework to analyze and design iterative optimization algorithms built on the notion of Integral Quadratic Constraints (IQC) from robust control theory. IQCs provide sufficient conditions for the stability of…

Optimization and Control · Mathematics 2021-05-27 Laurent Lessard , Benjamin Recht , Andrew Packard

Inferring the intent of an intelligent agent from demonstrations and subsequently predicting its behavior, is a critical task in many collaborative settings. A common approach to solve this problem is the framework of inverse reinforcement…

Machine Learning · Computer Science 2021-10-05 Samuel Tesfazgi , Armin Lederer , Sandra Hirche

The focus of this paper is behavior modeling for pilots of unmanned aerial vehicles. The pilot is assumed to make decisions that optimize an unknown cost functional, which is estimated from observed trajectories using a novel inverse…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Jared Town , Zachary Morrison , Rushikesh Kamalapurkar

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Optimal transport (OT) formalizes the problem of finding an optimal coupling between probability measures given a cost matrix. The inverse problem of inferring the cost given a coupling is Inverse Optimal Transport (IOT). IOT is less well…

Machine Learning · Statistics 2022-06-22 Wei-Ting Chiu , Pei Wang , Patrick Shafto