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We consider deterministic finite-horizon optimal control problems with a fixed initial state. We introduce an on-line policy iteration method, which, starting from a given policy, however obtained, generates a sequence of cost-improving…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Yuchao Li , Fei Chen , Yingke Li , Chuchu Fan , Dimitri Bertsekas

How to make a dynamic system unidentifiable is an important but still open issue. It not only requires that the parameters of the systems but also the equivalent systems cannot be identified by any identification approaches. Thus, it is a…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Xiangyu Mao , Jianping He

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

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

This paper studies the data-driven control of unknown linear-threshold network dynamics to stabilize the state to a reference value. We consider two types of controllers: (i) a state feedback controller with feed-forward reference input and…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Xuan Wang , Duy Duong-Tran , Jorge Cortés

In recent years, the so-called `direct data-driven control' has been a topic of intense research, and it is expected that it will become prominent in future complex dynamical systems control. Within this framework, regularization not only…

Optimization and Control · Mathematics 2026-04-28 Shuyuan Zhang , Zheming Wang , Raphael M. Jungers

Motivated by the goal of learning controllers for complex systems whose dynamics change over time, we consider the problem of designing control laws for systems that switch among a finite set of unknown discrete-time linear subsystems under…

Systems and Control · Electrical Eng. & Systems 2021-05-26 Monica Rotulo , Claudio De Persis , Pietro Tesi

System identification from the experimental data plays a vital role for model based controller design. Derivation of process model from first principles is often difficult due to its complexity. The first stage in the development of any…

Artificial Intelligence · Computer Science 2012-08-07 N. S. Bhuvaneswari , R. Praveena , R. Divya

In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

Optimization and Control · Mathematics 2023-10-23 Aayushman Sharma , Suman Chakravorty

This paper presents a data-driven approach to the design of predictive controllers. The prediction matrices utilized in standard model predictive control (MPC) algorithms are typically constructed using knowledge of a system model such as,…

Systems and Control · Electrical Eng. & Systems 2021-04-13 P. C. N. Verheijen , G. R. Gonçalves da Silva , M. Lazar

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

This paper presents an approach for data-driven policy refinement in reinforcement learning, specifically designed for safety-critical applications. Our methodology leverages the strengths of data-driven optimization and reinforcement…

Machine Learning · Computer Science 2023-05-16 Ali Baheri

Abstract dynamic programming models are used to analyze $\lambda$-policy iteration with randomization algorithms. Particularly, contractive models with infinite policies are considered and it is shown that well-posedness of the…

Systems and Control · Electrical Eng. & Systems 2020-06-12 Yuchao Li , Karl H. Johansson , Jonas Mårtensson

We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…

Methodology · Statistics 2026-05-28 Tom Hochsprung , Nils Sturma , Jakob Runge , Mathias Drton , Andreas Gerhardus

The Inverse Optimal Control (IOC) problem is a structured system identification problem that aims to identify the underlying objective function based on observed optimal trajectories. This provides a data-driven way to model experts'…

Optimization and Control · Mathematics 2024-02-28 Han Zhang , Axel Ringh

This paper proposes a framework for adaptively learning a feedback linearization-based tracking controller for an unknown system using discrete-time model-free policy-gradient parameter update rules. The primary advantage of the scheme over…

Machine Learning · Computer Science 2020-04-07 Tyler Westenbroek , Eric Mazumdar , David Fridovich-Keil , Valmik Prabhu , Claire J. Tomlin , S. Shankar Sastry

Effective optimization is essential for interactive systems to provide a satisfactory user experience. However, it is often challenging to find an objective to optimize for. Generally, such objectives are manually crafted and rarely capture…

Artificial Intelligence · Computer Science 2019-12-17 Ziming Li , Julia Kiseleva , Alekh Agarwal , Maarten de Rijke

Optimal state-feedback controllers, capable of changing between different objective functions, are advantageous to systems in which unexpected situations may arise. However, synthesising such controllers, even for a single objective, is a…

Systems and Control · Computer Science 2020-10-13 Christopher Iliffe Sprague , Dario Izzo , Petter Ögren

The decision and planning system for autonomous driving in urban environments is hard to design. Most current methods manually design the driving policy, which can be expensive to develop and maintain at scale. Instead, with imitation…

Robotics · Computer Science 2019-10-15 Jianyu Chen , Bodi Yuan , Masayoshi Tomizuka

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

Optimization and Control · Mathematics 2020-05-19 Sudeep Kundu , Karl Kunisch
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