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We present a new algorithm for model predictive control of non-linear systems with respect to multiple, conflicting objectives. The idea is to provide a possibility to change the objective in real-time, e.g.~as a reaction to changes in the…

Optimization and Control · Mathematics 2018-08-02 Sebastian Peitz , Kai Schäfer , Sina Ober-Blöbaum , Julian Eckstein , Ulrich Köhler , Michael Dellnitz

In this paper, we provide a direct data-driven approach to synthesize safety controllers for unknown linear systems affected by unknown-but-bounded disturbances, in which identifying the unknown model is not required. First, we propose a…

Systems and Control · Electrical Eng. & Systems 2023-01-16 Bingzhuo Zhong , Majid Zamani , Marco Caccamo

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

This study presents the design, discretization and implementation of the continuous-time linear-quadratic model predictive control (CT-LMPC). The control model of the CT-LMPC is parameterized as transfer functions with time delays, and they…

Optimization and Control · Mathematics 2025-03-18 Zhanhao Zhang , Anders Hilmar Damm Christensen , Steen Hørsholt , John Bagterp Jørgensen

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee

We propose a data-driven receding-horizon control method dealing with the chance-constrained output-tracking problem of unknown stochastic linear time-invariant (LTI) systems with partial state observation. The proposed method takes into…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

Model-free control based on the idea of Reinforcement Learning is a promising approach that has recently gained extensive attention. However, Reinforcement-Learning-based control methods solely focus on the regulation problem or learn to…

Systems and Control · Electrical Eng. & Systems 2019-12-02 Florian Köpf , Johannes Westermann , Michael Flad , Sören Hohmann

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

The aim of this paper and associated presentation is to put forward derivative-free optimization methods for control design. The important element, still ignored at the end of 2011 in systems and control (i.e. this element has apparently…

Optimization and Control · Mathematics 2011-12-22 Emile Simon

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

The design of direct data-based controllers has become a fundamental part of control theory research in the last few years. In this paper, we consider three classes of data-based state feedback control problems for linear systems. These…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Victor G. Lopez , Matthias A. Müller

Stochastic Optimal Control models represent the state-of-the-art in modeling goal-directed human movements. The linear-quadratic sensorimotor (LQS) model based on signal-dependent noise processes in state and output equation is the current…

Optimization and Control · Mathematics 2023-03-28 Philipp Karg , Simon Stoll , Simon Rothfuß , Sören Hohmann

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

Optimization and Control · Mathematics 2023-12-15 Qi Lü , Bowen Ma

A problem of computing time-fuel optimal control for state transfer of a single input linear time invariant (LTI) system to the origin is considered. The input is assumed to be bounded. Since, the optimal control is bang-off-bang in nature,…

Optimization and Control · Mathematics 2021-02-23 Rajasree Sarkar , Deepak U. Patil , Indra Narayan Kar

This paper presents an iterative data-driven algorithm for solving dynamic multi-objective (MO) optimal control problems arising in control of nonlinear continuous-time systems. It is first shown that the Hamiltonian functional…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Majid Mazouchi , Yongliang Yang , Hamidreza Modares

We first develop systematic and comprehensive interval observer designs for linear time-invariant (LTI) systems, under standard assumptions of observability and interval bounds on the initial condition and uncertainties. Traditionally, such…

Systems and Control · Electrical Eng. & Systems 2025-06-09 Thach Ngoc Dinh , Gia Quoc Bao Tran

In an open-loop experiment, an input sequence is applied to an unknown linear time-invariant system (in continuous or discrete time) affected also by an unknown-but-bounded disturbance sequence (with an energy or instantaneous bound); the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Andrea Bisoffi , Claudio De Persis , Pietro Tesi

This paper studies the infinite-horizon adaptive optimal control of continuous-time linear periodic (CTLP) systems. A novel value iteration (VI) based off-policy ADP algorithm is proposed for a general class of CTLP systems, so that…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Bo Pang , Zhong-Ping Jiang

We present a three-step method to perform system identification and optimal control of non-linear systems. Our approach is mainly data driven and does not require active excitation of the system to perform system identification. In…

Systems and Control · Electrical Eng. & Systems 2020-09-16 Baptiste Schubnel , Rafael E. Carrillo , Pierre-Jean Alet , Andreas Hutter