Data-Driven Optimal Control of Affine Systems: A Linear Programming Perspective

In this letter, we discuss the problem of optimal control for affine systems in the context of data-driven linear programming. First, we introduce a unified framework for the fixed point characterization of the value function,
${Q}$
-function and relaxed Bellman operators. Then, in a model-free setting, we show how to synthesize and estimate Bellman inequalities from a small but sufficiently rich dataset. To guarantee exploration richness, we complete the extension of Willems’ fundamental lemma to affine systems.