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This paper describes a data-driven framework for approximate global optimization in which precomputed solutions to a sample of problems are retrieved and adapted during online use to solve novel problems. This approach has promise for…

Robotics · Computer Science 2016-05-17 Kris Hauser

This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

Optimization and Control · Mathematics 2025-07-22 Shijie Huang , Sergio Grammatico

This paper describes an online off-policy data-driven reinforcement learning based-algorithm to regulate and control the relative position of a deputy satellite in an autonomous satellite docking problem. The optimal control policy is…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Omar Qasem , Madhur Tiwari , Hector Gutierrez

This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Kaijian Hu , Tao Liu

Control invariant set is critical for guaranteeing safe control and the problem of computing control invariant set for linear discrete-time system is revisited in this paper by using a data-driven approach. Specifically, sample points on…

Optimization and Control · Mathematics 2022-11-24 Jun Xu , Fanglin Chen

This paper formulates adaptive controller design as a minimax dual control problem. The objective is to design a controller that minimizes the worst-case performance over a set of uncertain systems. The uncertainty is described by a set of…

Optimization and Control · Mathematics 2024-09-09 Olle Kjellqvist , Anders Rantzer

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first…

Machine Learning · Computer Science 2023-02-27 Yassir Jedra , Junghyun Lee , Alexandre Proutière , Se-Young Yun

In model predictive control (MPC), an optimal control problem (OCP) is solved for the current state and the first input of the solution, the optimal feedback law, is applied to the system. This procedure requires to solve the OCP in every…

Optimization and Control · Mathematics 2020-09-10 Ruth Mitze , Raphael Dyrska , Kai König , Martin Mönnigmann

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

Optimization and Control · Mathematics 2022-10-26 Saskia Dietze , Martin A. Grepl

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

Machine Learning · Statistics 2025-11-18 Shengbo Wang , Jason Meng , Nian Si , Jose Blanchet , Zhengyuan Zhou

This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…

Optimization and Control · Mathematics 2021-11-29 Alireza Zolanvari , Ashish Cherukuri

In this paper the optimal control of alignment models composed by a large number of agents is investigated in presence of a selective action of a controller, acting in order to enhance consensus. Two types of selective controls have been…

Optimization and Control · Mathematics 2016-10-06 Giacomo Albi , Lorenzo Pareschi

The problem of optimal feedback planning among obstacles in d-dimensional configuration spaces is considered. We present a sampling-based, asymptotically optimal feedback planning method. Our method combines an incremental construction of…

Robotics · Computer Science 2015-04-30 Dmitry Yershov , Michael Otte , Emilio Frazzoli

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

We propose a computationally efficient Learning Model Predictive Control (LMPC) scheme for constrained optimal control of a class of nonlinear systems where the state and input can be reconstructed using lifted outputs. For the considered…

Optimization and Control · Mathematics 2021-01-19 Siddharth H. Nair , Ugo Rosolia , Francesco Borrelli

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas
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