# The Koopman Expectation: An Operator Theoretic Method for Efficient Analysis and Optimization of Uncertain Hybrid Dynamical Systems

arXiv: https://arxiv.org/abs/2008.08737 · HTML: https://mlsanity.com/paper/2008.08737/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 20 Aug 2020.

## Built on by (most cited first, 5 of 5)

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- [Propagating Model Uncertainty through Filtering-based Probabilistic Numerical ODE Solvers](https://mlsanity.com/paper/2503.04684/) (2025)
- [Sequential Design of Genetic Circuits Under Uncertainty With Reinforcement Learning](https://mlsanity.com/paper/2605.06552/) (2026)

## Abstract (arXiv)

For dynamical systems involving decision making, the success of the system greatly depends on its ability to make good decisions with incomplete and uncertain information. By leveraging the Koopman operator and its adjoint property, we introduce the Koopman Expectation, an efficient method for computing expectations as propagated through a dynamical system. Unlike other Koopman operator-based approaches in the literature, this is possible without an explicit representation of the Koopman operator. Furthermore, the efficiencies enabled by the Koopman Expectation are leveraged for optimization under uncertainty when expected losses and constraints are considered. We show how the Koopman Expectation is applicable to discrete, continuous, and hybrid non-linear systems driven by process noise with non-Gaussian initial condition and parametric uncertainties. We finish by demonstrating a 1700x acceleration for calculating probabilistic quantities of a hybrid dynamical system over the naive Monte Carlo approach with many orders of magnitudes improvement in accuracy.