Bounded Linear Programs for Data-Driven Optimal Control via Moment-Matching

Linear programming (LP) formulations offer a conceptually elegant approach to infinite-horizon, model-free nonlinear optimal control in continuous spaces. However, in addition to the curse of dimensionality, their practical use is limited by the difficulty of consistently obtaining bounded solutions. In this work, we use moment-matching techniques to derive sufficient boundedness conditions in terms of the available dataset and the cost vector of the LP. Moreover, we discuss practical design methods for nonlinear systems and polynomial features.

Source: arXiv:2608.24709v1 - http://arxiv.org/abs/2608.24709v1 PDF: https://arxiv.org/pdf/2608.24709v1 Original Link: http://arxiv.org/abs/2608.24709v1