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Computing optimal feedback controls for nonlinear systems generally requires solving Hamilton-Jacobi-Bellman (HJB) equations, which are notoriously difficult when the state dimension is large. Existing strategies for high-dimensional…

最优化与控制 · 数学 2021-04-09 Tenavi Nakamura-Zimmerer , Qi Gong , Wei Kang

Continuous-time stochastic processes underlie many natural and engineered systems. In healthcare, autonomous driving, and industrial control, direct interaction with the environment is often unsafe or impractical, motivating offline…

机器学习 · 统计学 2025-11-14 Nicolas Hoischen , Petar Bevanda , Max Beier , Stefan Sosnowski , Boris Houska , Sandra Hirche

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on Policy Search algorithms, that compute an approximately optimal policy by following the standard Policy Iteration (PI)…

人工智能 · 计算机科学 2013-06-04 Bruno Scherrer

The optimal \(H_{\infty}\) control problem over an infinite time horizon, which incorporates a performance function with a discount factor \(e^{-\alpha t}\) (\(\alpha > 0\)), is important in various fields. Solving this optimal…

最优化与控制 · 数学 2024-10-04 Guoyuan Chen , Yi Wang , Qinglong Zhou

Value-based reinforcement-learning algorithms provide state-of-the-art results in model-free discrete-action settings, and tend to outperform actor-critic algorithms. We argue that actor-critic algorithms are limited by their need for an…

机器学习 · 计算机科学 2019-06-13 Denis Steckelmacher , Hélène Plisnier , Diederik M. Roijers , Ann Nowé

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

机器学习 · 计算机科学 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut

In this paper, we present a Q-learning algorithm to solve the optimal output regulation problem for discrete-time LTI systems. This off-policy algorithm only relies on using persistently exciting input-output data, measured offline. No…

系统与控制 · 电气工程与系统科学 2024-08-21 Mohammad Alsalti , Victor G. Lopez , Matthias A. Müller

A deep learning approach for the approximation of the Hamilton-Jacobi-Bellman partial differential equation (HJB PDE) associated to the Nonlinear Quadratic Regulator (NLQR) problem. A state-dependent Riccati equation control law is first…

最优化与控制 · 数学 2022-07-20 Anastasia Borovykh , Dante Kalise , Alexis Laignelet , Panos Parpas

We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…

系统与控制 · 计算机科学 2016-02-02 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

Dynamical systems can be used to model a broad class of physical processes, and conservation laws give rise to system properties like passivity or port-Hamiltonian structure. An important problem in practical applications is to steer…

最优化与控制 · 数学 2025-10-29 Tobias Breiten , Attila Karsai

Recent efforts in the development of autonomous driving technology have induced great advancements in perception, planning and control systems. Model predictive control is one of the most popular advanced control methods, but its…

系统与控制 · 电气工程与系统科学 2024-10-17 Matheus Wagner , Julio E. Normey-Rico

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

最优化与控制 · 数学 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

Sample efficiency is crucial for imitation learning methods to be applicable in real-world applications. Many studies improve sample efficiency by extending adversarial imitation to be off-policy regardless of the fact that these off-policy…

机器学习 · 计算机科学 2022-04-14 Mingfei Sun , Sam Devlin , Katja Hofmann , Shimon Whiteson

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

最优化与控制 · 数学 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider

The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of the control relies on the resolution of a nonlinear PDE, the…

数值分析 · 数学 2019-11-14 Alessandro Alla , Luca Saluzzi

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

系统与控制 · 电气工程与系统科学 2020-12-09 Alexandros Tanzanakis , John Lygeros

A data-driven model identification strategy is developed for dynamical systems near a supercritical Hopf bifurcation with nonautonomous inputs. This strategy draws on phase-amplitude reduction techniques, leveraging an analytical…

动力系统 · 数学 2024-05-07 Dan Wilson

We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…

最优化与控制 · 数学 2023-06-21 Marc Chen , Mohammad Shirazi , Peter A. Forsyth , Yuying Li

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

最优化与控制 · 数学 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

We develop a game-theoretic framework for adversarially robust optimal safe predefined-time stabilization of parameter-dependent nonlinear dynamical systems with nonquadratic cost functionals. Our approach ensures that all system…