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Given a set of human's decisions that are observed, inverse optimization has been developed and utilized to infer the underlying decision making problem. The majority of existing studies assumes that the decision making problem is with a…

Machine Learning · Statistics 2018-08-03 Chaosheng Dong , Bo Zeng

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

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Hassan Hmedi , Johnson Carroll , Ari Arapostathis

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

The quadratic system provided by the Time of Arrival technique can be solved analytical or by optimization algorithms. In real environments the measurements are always corrupted by noise. This measurement noise effects the analytical…

Signal Processing · Electrical Eng. & Systems 2018-02-08 Juri Sidorenko , Leo Doktorski , Volker Schatz , Norbert Scherer-Negenborn , Michael Arens

Maximum Causal Entropy (MCE) Inverse Optimal Control (IOC) has become an effective tool for modelling human behaviour in many control tasks. Its advantage over classic techniques for estimating human policies is the transferability of the…

Systems and Control · Computer Science 2016-07-20 Felix Schmitt , Hans-Joachim Bieg , Dietrich Manstetten , Michael Herman , Rainer Stiefelhagen

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional…

Systems and Control · Computer Science 2011-10-07 Christos G. Cassandras , Xu Chu Ding , Xuchao Lin

Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Anne Koch , Julian Berberich , Johannes Köhler , Frank Allgöwer

Consensus based optimization is a derivative-free particles-based method for the solution of global optimization problems. Several versions of the method have been proposed in the literature, and different convergence results have been…

Optimization and Control · Mathematics 2025-04-04 Stefania Bellavia , Greta Malaspina

We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…

Optimization and Control · Mathematics 2025-08-22 Fabian Jakob , Andrea Iannelli

We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…

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

Optimal control (OC) using inverse dynamics provides numerical benefits such as coarse optimization, cheaper computation of derivatives, and a high convergence rate. However, to take advantage of these benefits in model predictive control…

Robotics · Computer Science 2023-03-24 Carlos Mastalli , Saroj Prasad Chhatoi , Thomas Corbères , Steve Tonneau , Sethu Vijayakumar

We study the problem of learning the objective functions or constraints of a multiobjective decision making model, based on a set of sequentially arrived decisions. In particular, these decisions might not be exact and possibly carry…

Machine Learning · Computer Science 2022-12-27 Chaosheng Dong , Yijia Wang , Bo Zeng

We consider the problem of performing inverse reinforcement learning when the trajectory of the expert is not perfectly observed by the learner. Instead, a noisy continuous-time observation of the trajectory is provided to the learner. This…

Robotics · Computer Science 2017-10-30 Shervin Shahryari , Prashant Doshi

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

In this paper, we consider the problem of computing parameters of an objective function for a discrete-time optimal control problem from state and control trajectories with active control constraints. We propose a novel method of inverse…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Timothy L. Molloy , Jason J. Ford , Tristan Perez

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf