arXiv:2511.08717v4 Announce Type: replace Abstract: Optimal control of the future is the next frontier for AI. Current approaches to this problem are typically rooted in reinforcement learning (RL). RL is mathematically distinct from supervised learning, which has been the main workhorse for the recent achievements in AI. Moreover, RL typically operates in a stationary environment with episodic resets, limiting its utility. Here, we extend supervised learning to address learning to control in non-stationary, reset-free environments. Using this framework, called ''Prospective Learning with Control'' (PLuC), we prove that under certain fairly general assumptions, empirical risk minimization (ERM) asymptotically achieves the Bayes optimal policy. We then consider a specific instance of prospective learning with control: foraging, a canonical task relevant to both natural and artificial agents. We illustrate that modern RL algorithms, which assume stationarity, struggle in these non-stationary reset-free environments. Even with time-aware modifications, they converge orders of magnitude slower than our prospective foraging agents on a simple 1-D foraging benchmark. Code is available at: https://github.com/neurodata/procontrol.