SIAM Journal on Control and Optimization, Vol.54, No.3, 1798-1825, 2016
LINEAR CONIC OPTIMIZATION FOR INVERSE OPTIMAL CONTROL
We address the inverse problem of Lagrangian identification based on trajectories in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in linear programming. The use of occupation measures in this context offers several advantages from the theoretical, numerical, and statistical points of view. We propose an approximation procedure for which strong theoretical guarantees are available. Finally, the relevance of the method is illustrated on academic examples.