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The goal of this article is to study fundamental mechanisms behind so-called indirect and direct data-driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Bowen Song , Andrea Iannelli

We address the inverse problem of Lagrangian identification based on trajecto-ries in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in…

Optimization and Control · Mathematics 2020-02-24 Edouard Pauwels , Didier Henrion , Jean-Bernard Lasserre

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

Optimization and Control · Mathematics 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

This paper focuses on the data-driven optimal structured controller design for discrete-time linear time-invariant (LTI) systems, considering both the $H_2$ performance and the $H_\infty$ performance. Specifically, we consider three…

Optimization and Control · Mathematics 2026-03-03 Zhaohua Yang , Yuxing Zhong , Nachuan Yang , Xiaoxu Lyu , Ling Shi

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

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

Recently proposed data-driven predictive control schemes for LTI systems use non-parametric representations based on the image of a Hankel matrix of previously collected, persistently exciting, input-output data. Persistence of excitation…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Mohammad Alsalti , Manuel Barkey , Victor G. Lopez , Matthias A. Müller

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Hoang Hai Nguyen , Maurice Friedel , Rolf Findeisen

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…

Optimization and Control · Mathematics 2022-02-16 Benjamin Gravell , Iman Shames , Tyler Summers

Direct data-driven optimal control provides an elegant end-to-end paradigm, yet its real-time applicability is often hindered by the growing dimensionality of online decision variables. Recent breakthroughs, notably Data-EnablEd Policy…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Shubo Kang , Keyou You

Learning to perform perfect tracking tasks based on measurement data is desirable in the controller design of systems operating repetitively. This motivates the present paper to seek an optimization-based design approach for iterative…

Systems and Control · Electrical Eng. & Systems 2019-08-08 Deyuan Meng , Jingyao Zhang

This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any initial condition. Necessary and sufficient…

Optimization and Control · Mathematics 2014-12-08 Lorenzo Ntogramatzidis , Jean-Francois Tregouet , Robert Schmid , Augusto Ferrante

This work develops a data-based construction of inverse dynamics for LTI systems. Specifically, the problem addressed here is to find an input sequence from the corresponding output sequence based on pre-collected input and output data. The…

Systems and Control · Electrical Eng. & Systems 2022-11-15 Yongsoon Eun , Jaeho Lee , Hyungbo Shim

Inverse optimal control problem emerges in different practical applications, where the goal is to design a cost function in order to approximate given optimal strategies of an expert. Typical application is in robotics for generation of…

Optimization and Control · Mathematics 2024-06-21 Frédéric Jean , Sofya Maslovskaya

Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Duc Cuong Nguyen , Phuong Nam Dao

Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little has been done on data-driven stochastic control. In this…

Systems and Control · Electrical Eng. & Systems 2023-08-04 Guanru Pan , Ruchuan Ou , Timm Faulwasser
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