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We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Kaouther Moussa , Dimitri Peaucelle

Discovering a suitable coordinate transformation for nonlinear systems enables the construction of simpler models, facilitating prediction, control, and optimization for complex nonlinear systems. To that end, Koopman operator theory offers…

Machine Learning · Computer Science 2023-08-29 Pawan Goyal , Süleyman Yıldız , Peter Benner

Synthesis of optimization algorithms typically follows a {\em design-then-analyze\/} approach, which can obscure fundamental performance limits and hinder the systematic development of algorithms that operate near these limits. Recently, a…

Optimization and Control · Mathematics 2025-09-26 Ibrahim K. Ozaslan , Wuwei Wu , Jie Chen , Tryphon T. Georgiou , Mihailo R. Jovanovic

This paper addresses the problem of nonlinear state estimation for dynamical systems whose governing equations are approximated through Koopman operator liftings. While Koopman-based predictors have demonstrated broad approximation…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Syed Pouladi

Machine learning algorithms designed to learn dynamical systems from data can be used to forecast, control and interpret the observed dynamics. In this work we exemplify the use of one of such algorithms, namely Koopman operator learning,…

Quantum Physics · Physics 2023-03-31 Pietro Novelli

In this work, the problem of learning Koopman operator of a discrete-time autonomous system is considered. The learning problem is formulated as a constrained regularized empirical loss minimization in the infinite-dimensional space of…

Systems and Control · Electrical Eng. & Systems 2022-08-04 Mohammad Khosravi

In this paper, we propose a novel algorithm for learning the Koopman operator of a dynamical system from a \textit{small} amount of training data. In many applications of data-driven modeling, e.g. biological network modeling,…

Dynamical Systems · Mathematics 2021-03-09 Subhrajit Sinha , Umesh Vaidya , Enoch Yeung

The long-timescale behavior of complex dynamical systems can be described by linear Markov or Koopman models in a suitable latent space. Recent variational approaches allow the latent space representation and the linear dynamical model to…

Computational Physics · Physics 2019-12-17 Andreas Mardt , Luca Pasquali , Frank Noé , Hao Wu

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

Dynamical systems provide a comprehensive way to study complex and changing behaviors across various sciences. Many modern systems are too complicated to analyze directly or we do not have access to models, driving significant interest in…

Dynamical Systems · Mathematics 2024-07-10 Matthew J. Colbrook , Igor Mezić , Alexei Stepanenko

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…

Optimization and Control · Mathematics 2019-03-29 Nicolas Gillis , Michael Karow , Punit Sharma

Deep learning is revolutionizing weather forecasting, with new data-driven models achieving accuracy on par with operational physical models for medium-term predictions. However, these models often lack interpretability, making their…

Machine Learning · Computer Science 2024-09-11 David Millard , Arielle Carr , Stéphane Gaudreault

Koopman operator theory, a powerful framework for discovering the underlying dynamics of nonlinear dynamical systems, was recently shown to be intimately connected with neural network training. In this work, we take the first steps in…

Neural and Evolutionary Computing · Computer Science 2021-10-08 Akshunna S. Dogra , William T Redman

The study of the Two-Body and Circular Restricted Three-Body Problems in the field of aerospace engineering and sciences is deeply important because they help describe the motion of both celestial and artificial satellites. With the growing…

Mathematical Physics · Physics 2025-04-17 George Nehma , Madhur Tiwari , Manasvi Lingam

We propose a fully data-driven, Koopman-based framework for statistically robust control of discrete-time nonlinear systems with linear embeddings. Establishing a connection between the Koopman operator and contraction theory, it offers…

Robotics · Computer Science 2026-03-24 Koki Hirano , Hiroyasu Tsukamoto

The control of legged robots, particularly humanoid and quadruped robots, presents significant challenges due to their high-dimensional and nonlinear dynamics. While linear systems can be effectively controlled using methods like Model…

Robotics · Computer Science 2025-06-04 Feihan Li , Abulikemu Abuduweili , Yifan Sun , Rui Chen , Weiye Zhao , Changliu Liu

Forecasting physical systems over long horizons from irregularly sampled observations demands models that are stable, computationally efficient, and free of fixed-timestep assumptions. We address this with a continuous-time Koopman…

Machine Learning · Computer Science 2026-05-11 Rares Grozavescu , Pengyu Zhang , Etienne Meunier , Mark Girolami

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller