Controlling continuous-time dynamical systems is generally a two step process: first, identify or model the system dynamics with differential equations, then, minimize the control objectives to achieve optimal control function and optimal state trajectories. However, any inaccuracy in dynamics modeling will lead to sub-optimality in the resulting control function. To address this, we propose a neural ODE based method for controlling unknown dynamical systems, denoted as Neural Control (NC), which combines dynamics identification and optimal control learning using a coupled neural ODE. Through an intriguing interplay between the two neural networks in coupled neural ODE structure, our model concurrently learns system dynamics as well as optimal controls that guides towards target states. Our experiments demonstrate the effectiveness of our model for learning optimal control of unknown dynamical systems. Codes available at https://github.com/chichengmessi/neural_ode_control/tree/main
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