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In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…
Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
Ever since the concepts of dynamic programming were introduced, one of the most difficult challenges has been to adequately address high-dimensional control problems. With growing dimensionality, the utilisation of Deep Neural Networks…
We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and…
The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the…
Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural…
We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…
The fundamental lemma from behavioral systems theory yields a data-driven non-parametric system representation that has shown great potential for the data-efficient control of unknown linear and weakly nonlinear systems, even in the…
Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…
In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…
This paper proposes a simulation-based reinforcement learning algorithm for controlling systems with uncertain and varying system parameters. While simulators are useful for safely learning control policies, the reality gap remains a major…
Decision analysis deals with modeling and enhancing decision processes. A principal challenge in improving behavior is in obtaining a transparent description of existing behavior in the first place. In this paper, we develop an expressive,…
Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…
In this work, we use optimal control to change the behavior of a deep reinforcement learning policy by optimizing directly in the policy's latent space. We hypothesize that distinct behavioral patterns, termed behavioral modes, can be…
Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we…
This paper introduces a new method for safety-aware robot learning, focusing on repairing policies using predictive models. Our method combines behavioral cloning with neural network repair in a two-step supervised learning framework. It…
In this work, we describe a new approach that uses deep neural networks (DNN) to obtain regularization parameters for solving inverse problems. We consider a supervised learning approach, where a network is trained to approximate the…
We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…
Modern buildings encompass complex dynamics of multiple electrical, mechanical, and control systems. One of the biggest hurdles in applying conventional model-based optimization and control methods to building energy management is the huge…