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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 continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…

Optimization and Control · Mathematics 2020-05-27 Christopher W. Miller , Insoon Yang

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

The choice of objective is critical for the performance of an optimal controller. When control requirements vary during operation, e.g. due to changes in the environment with which the system is interacting, these variations should be…

Systems and Control · Electrical Eng. & Systems 2023-06-06 Rahel Rickenbach , Elena Arcari , Melanie N. Zeilinger

The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…

Optimization and Control · Mathematics 2024-05-21 Jared Miller , Tianyu Dai , Mario Sznaier

Iterative learning control (ILC) is a powerful technique for high performance tracking in the presence of modeling errors for optimal control applications. There is extensive prior work showing its empirical effectiveness in applications…

Robotics · Computer Science 2021-12-10 Anirudh Vemula , Wen Sun , Maxim Likhachev , J. Andrew Bagnell

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Anne Koch , Julian Berberich , Johannes Köhler , Frank Allgöwer

In this work, we address the challenge of approximating unknown system dynamics and costs by representing them as a bilinear system using Koopman-based Inverse Optimal Control (IOC). Using optimal trajectories, we construct a bilinear…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Victor Nan Fernandez-Ayala , Shankar A. Deka , Dimos V. Dimarogonas

We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…

Optimization and Control · Mathematics 2020-05-12 Liam S. P. Lawrence , John W. Simpson-Porco , Enrique Mallada

Iterative learning control (ILC) is a control strategy for repetitive tasks wherein information from previous runs is leveraged to improve future performance. Optimization-based ILC (OB-ILC) is a powerful design framework for constrained…

Systems and Control · Electrical Eng. & Systems 2022-05-27 Dominic Liao-McPherson , Efe C. Balta , Alisa Rupenyan , John Lygeros

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

Optimization and Control · Mathematics 2020-12-18 Carlos Ignacio Hernández Castellanos , Sina Ober-Blöbaum , Sebastian Peitz

Inverse optimization seeks to recover unknown objective parameters from observed decisions, yet fundamental questions about when recovery is possible have received limited formal treatment. This paper develops a comprehensive theoretical…

Optimization and Control · Mathematics 2026-03-19 Farzin Ahmadi , Fardin Ganjkhanloo , Kimia Ghobadi

This work addresses data-driven inverse optimization (IO), where the goal is to estimate unknown parameters in an optimization model from observed decisions that can be assumed to be optimal or near-optimal solutions to the optimization…

Optimization and Control · Mathematics 2024-05-29 Yen-An Lu , Wei-Shou Hu , Joel A. Paulson , Qi Zhang

Existing approaches to diffusion-based inverse problem solvers frame the signal recovery task as a probabilistic sampling episode, where the solution is drawn from the desired posterior distribution. This framework suffers from several…

Machine Learning · Computer Science 2024-12-24 Henry Li , Marcus Pereira

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

Inverse optimization describes a process that is the "reverse" of traditional mathematical optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization…

Optimization and Control · Mathematics 2022-07-28 Timothy C. Y. Chan , Rafid Mahmood , Ian Yihang Zhu

We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…

Optimization and Control · Mathematics 2019-04-02 Kevin J. Kircher , K. Max Zhang

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

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