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In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

This paper studies the inverse optimal control problem for continuous-time linear quadratic regulators over finite-time horizon, aiming to reconstruct the control, state, and terminal cost matrices in the objective function from observed…

Optimization and Control · Mathematics 2025-10-07 Yuexin Cao , Yibei Li , Zhuo Zou , Xiaoming Hu

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…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…

Optimization and Control · Mathematics 2022-09-22 Han Zhang , Axel Ringh

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

Optimization and Control · Mathematics 2022-11-21 Luis Rodrigues

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

Designing controllers to generate various trajectories has been studied for years, while recently, recovering an optimal controller from trajectories receives increasing attention. In this paper, we reveal that the inherent linear quadratic…

Systems and Control · Electrical Eng. & Systems 2023-12-29 Chendi Qu , Jianping He , Xiaoming Duan

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

The goal of Inverse Optimal Control (IOC) is to identify the underlying objective function based on observed optimal trajectories. It provides a powerful framework to model expert's behavior, and a data-driven way to design an objective…

Optimization and Control · Mathematics 2022-04-28 Han Zhang , Axel Ringh , Weihan Jiang , Shaoyuan Li , Xiaoming Hu

This paper proposes an optimization-based approach to predict trajectories of autonomous race cars. We assume that the observed trajectory is the result of an optimization problem that trades off path progress against acceleration and jerk…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Rudolf Reiter , Florian Messerer , Markus Schratter , Daniel Watzenig , Moritz Diehl

Linear quadratic regulator with unmeasurable states and unknown system matrix parameters better aligns with practical scenarios. However, for this problem, balancing the optimality of the resulting controller and the leniency of the…

Optimization and Control · Mathematics 2025-09-04 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

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

This article develops a methodology that enables learning an objective function of an optimal control system from incomplete trajectory observations. The objective function is assumed to be a weighted sum of features (or basis functions)…

Robotics · Computer Science 2021-05-07 Wanxin Jin , Dana Kulić , Shaoshuai Mou , Sandra Hirche

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…

Numerical Analysis · Computer Science 2017-01-09 E. G. Abramov

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

Optimization and Control · Mathematics 2017-05-11 Jingrui Sun
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