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The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

Offline reinforcement learning (RL) is a promising approach for many control applications but faces challenges such as limited data coverage and value function overestimation. In this paper, we propose an implicit actor-critic (iAC)…

Machine Learning · Computer Science 2024-08-29 Vanshaj Khattar , Ming Jin

We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…

Optimization and Control · Mathematics 2023-04-26 Ajay Jasra , Jeremy Heng , Yaxian Xu , Adrian N. Bishop

The paper presents a nonlinear state-feedback control design approach for long-time average cost control, where the control effort is assumed to be expensive. The approach is based on sum-of-squares and semi-definite programming techniques.…

Optimization and Control · Mathematics 2025-01-07 Deqing Huang , Bo Jin , Davide Lasagna , Sergei Chernyshenko , Owen Tutty

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

Inspired by the recent successes of Inverse Optimization (IO) across various application domains, we propose a novel offline Reinforcement Learning (ORL) algorithm for continuous state and action spaces, leveraging the convex loss function…

Machine Learning · Computer Science 2026-03-19 Ioannis Dimanidis , Tolga Ok , Peyman Mohajerin Esfahani

We study the Linear-Quadratic optimal control problem for a general class of infinite-dimensional passive systems, allowing for unbounded input and output operators. We show that under mild assumptions, the finite cost condition is always…

Optimization and Control · Mathematics 2025-06-05 Anthony Hastir , Birgit Jacob

Iterative learning control (ILC) improves the performance of a repetitive system by learning from previous trials. ILC can be combined with Model Predictive Control (MPC) to mitigate non-repetitive disturbances, thus improving overall…

Systems and Control · Electrical Eng. & Systems 2025-03-26 Riccardo Zuliani , Efe C. Balta , Alisa Rupenyan , John Lygeros

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…

Optimization and Control · Mathematics 2020-02-27 Charles L. Fefferman , Bernat Guillen Pegueroles , Clarence W. Rowley , Melanie Weber

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

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

The goal of this article is to study fundamental mechanisms behind so-called indirect and direct data-driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Bowen Song , Andrea Iannelli

This paper focuses on inverse reinforcement learning for autonomous navigation using distance and semantic category observations. The objective is to infer a cost function that explains demonstrated behavior while relying only on the…

Machine Learning · Computer Science 2021-01-05 Tianyu Wang , Vikas Dhiman , Nikolay Atanasov

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

Iterative learning control (ILC) is a method for reducing system tracking or estimation errors over multiple iterations by using information from past iterations. The disturbance observer (DOB) is used to estimate and mitigate disturbances…

Robotics · Computer Science 2024-04-23 Harsh Modi , Zhu Chen , Xiao Liang , Minghui Zheng

We envision a system that concisely describes the rules of air traffic control, assists human operators and supports dense autonomous air traffic around commercial airports. We develop a method to learn the rules of air traffic control from…

Robotics · Computer Science 2021-03-29 Ekaterina Tolstaya , Alejandro Ribeiro , Vijay Kumar , Ashish Kapoor

The challenge of constructing feedback control laws for risk-averse optimal control of partial differential equations (PDEs) with random coefficients is addressed. The control objective composes a tracking-type cost with the nonlinear…

Optimization and Control · Mathematics 2025-08-22 Philipp A. Guth , Karl Kunisch

In this work we adapt a prediction-correction algorithm for continuous time-varying convex optimization problems to solve dynamic programs arising from Model Predictive Control. In particular, the prediction step tracks the evolution of the…

Systems and Control · Electrical Eng. & Systems 2019-11-25 Santiago Paternain , Manfred Morari , Alejandro Ribeiro

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Bo Pang , Zhong-Ping Jiang

Online convex optimization (OCO) is a powerful tool for learning sequential data, making it ideal for high precision control applications where the disturbances are arbitrary and unknown in advance. However, the ability of OCO-based…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Joyce Lai , Peter Seiler