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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.09164 |
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Table of Contents:
- Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative policy/value updates, repeated matrix inversions, and, in some cases, an initial stabilizing controller, which can limit numerical robustness and practical applicability. This paper develops a convex-optimization framework for data-driven inverse reinforcement learning of discrete-time linear systems with model uncertainty. For nominal systems, we derive a semidefinite characterization of inverse optimality and a relaxed formulation that recovers an equivalent state-cost matrix together with a stabilizing controller from expert trajectories. We then obtain a model-free, off-policy reformulation by replacing the unknown system matrices with a regressed kernel matrix identified from local input--state data. For uncertain local systems, we show that a standard LQR cost is generally insufficient to represent every stabilizing target gain and therefore introduce a generalized LQR cost with a state--input cross term. Based on this model, we develop a convex data-driven inverse-RL method and extend it to robust cost design over a population of perturbations via differentiable semidefinite programming and stochastic approximation. Simulations on a discrete-time power-system example show accurate recovery of expert behavior, improved robustness to gain-estimation error and model mismatch, and a simpler computational pipeline than classical iterative inverse-RL schemes.