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math.OC2018
Optimal construction of Koopman eigenfunctions for prediction and control
Milan Korda, Igor Mezić
This work presents a novel data-driven framework for constructing eigenfunctions of the Koopman operator geared toward prediction and control. The method leverages the richness of…
math.OC2018
Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
Milan Korda, Didier Henrion, Igor Mezic
We propose a convex-optimization-based framework for computation of invariant measures of polynomial dynamical systems and Markov processes, in discrete and continuous time. The se…