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Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

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 joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…

Numerical Analysis · Mathematics 2018-02-09 Niklas Behringer , Dominik Meidner , Boris Vexler

We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…

Optimization and Control · Mathematics 2022-12-02 Michael D. Schneider , Caleb Miller , George F. Chapline , Jane Pratt , Dan Merl

This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learning (RL). The primary contribution is that convergence rates…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Anant A Joshi , Heng-Sheng Chang , Amirhossein Taghvaei , Prashant G Mehta , Sean P. Meyn

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 article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…

Optimization and Control · Mathematics 2021-08-09 Kamana Porwal , Pratibha Shakya

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

In this paper, we study the problem of online tracking in linear control systems, where the objective is to follow a moving target. Unlike classical tracking control, the target is unknown, non-stationary, and its state is revealed…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Anastasios Tsiamis , Aren Karapetyan , Yueshan Li , Efe C. Balta , John Lygeros

This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Monica Rotulo , Claudio De Persis , Pietro Tesi

This paper presents an inverse optimal control methodology and its application to training a predictive model of human motor control from a manipulation task. It introduces a convex formulation for learning both objective function and…

Systems and Control · Computer Science 2019-12-05 Marcel Menner , Peter Worsnop , Melanie N. Zeilinger

This paper introduces a nonlinear optimal guidance framework for guiding a pursuer to intercept a moving target, with an emphasis on real-time generation of optimal feedback control for a nonlinear optimal control problem. Initially,…

Optimization and Control · Mathematics 2025-04-11 Han Wang , Zheng Chen

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

The distributed optimal synchronization problem with linear quadratic cost is solved in this paper for multi-agent systems with an undirected communication topology. For the first time, the optimal synchronization problem is formulated as a…

Systems and Control · Computer Science 2018-05-08 Qishao Wang , Zhisheng Duan , Jingyao Wang , Guanrong Chen

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

This paper considers two different problems in trajectory tracking control for linear systems. First, if the control is not unique which is most input energy efficient. Second, if exact tracking is infeasible which control performs most…

Systems and Control · Computer Science 2019-12-20 Sebastian Bernhard , Jürgen Adamy

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue
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