Learning to control switching nonlinear systems with Koopman operator regression
Edoardo Caldarelli, Oleksii Kachaiev, Cesare Molinari, Lorenzo Rosasco
math.OC, eess.SY, stat.ML
Submitted: 2026-07-13
Code: https://github.com/caedoard/switching-koopman-mpc
License: http://creativecommons.org/licenses/by/4.0/
The gist: In this work, we consider the identification and control of nonlinear systems with finite action spaces.
Terminology
Abstract
In this work, we consider the identification and control of nonlinear systems with finite action spaces. The unknown dynamics are estimated from finite samples with Koopman operator regression in a reproducing kernel Hilbert space, yielding a linear switching predictive model, the switches governed by the value of the control variable. In order to perform control in closed-loop, the learned dynamics are employed in an infinite-horizon optimal control problem with time-varying stage cost, which is solved by means of model predictive control. In a theoretical analysis, we derive learning rates for the Koopman dynamics approximation. We further quantify, under suitable assumptions, the sub-optimality of the model predictive control strategy, both in the case of exact Koopman dynamics, and in the case of learned ones. Numerical simulations on the Duffing oscillator complement our theoretical findings.
Sources
- Koopman operator theory: fundamentals, control, and applications
- Limitations of LTI Koopman Modeling for Nonlinear Control Systems
- SafEDMD: A Koopman-based data-driven controller design framework for nonlinear dynamical systems
- Optimality Conditions for Model Predictive Control: Rethinking Predictive Model Design
- Discounted MPC and infinite-horizon optimal control under plant-model mismatch: Stability and suboptimality
- Error bounds for kernel-based approximations of the Koopman operator
- An introduction to composition operators in Sobolev spaces
- Conditional mean embeddings as regressors - supplementary
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