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Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the…

Optimization and Control · Mathematics 2019-08-06 Alexey Piunovskiy , Alexander Plakhov , Delfim F. M. Torres , Yi Zhang

In this paper we study paramertized motion planning algorithms which provide universal and flexible solutions to diverse motion planning problems. Such algorithms are intended to function under a variety of external conditions which are…

Robotics · Computer Science 2022-02-24 Michael Farber , Shmuel Weinberger

The goal of robust motion planning consists of designing open-loop controls which optimally steer a system to a specific target region while mitigating uncertainties and disturbances which affect the dynamics. Recently, stochastic optimal…

Optimization and Control · Mathematics 2023-03-03 Clara Leparoux , Riccardo Bonalli , Bruno Hérissé , Frédéric Jean

This paper presents a hierarchical planning algorithm for racing with multiple opponents. The two-stage approach consists of a high-level behavioral planning step and a low-level optimization step. By combining discrete and continuous…

Robotics · Computer Science 2026-04-29 Georg Jank , Matthias Rowold , Boris Lohmann

A general method to describe stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems. The determination of an optimal coordinate for the description of stochastic dynamics. The reconstruction of…

Chemical Physics · Physics 2013-12-25 Sergei V. Krivov

Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…

Robotics · Computer Science 2023-09-29 He Li , Wenhao Yu , Tingnan Zhang , Patrick M. Wensing

In this paper, we consider the problem of optimization of a portfolio consisting of securities. An investor with an initial capital, is interested in constructing a portfolio of securities. If the prices of securities change, the investor…

Portfolio Management · Quantitative Finance 2017-12-05 Oleg Malafeyev , Achal Awasthi

In this paper, we investigate a sequential dynamic team problem consisting of two agents with a nested information structure. We use a combination of the person-by-person and prescription approach to derive structural results for optimal…

Optimization and Control · Mathematics 2022-01-27 Aditya Dave , Andreas A. Malikopoulos

Motion planning in the presence of multiple dynamic obstacles is an important research problem from the perspective of autonomous vehicles as well as space-constrained multi-robot work environment. In this paper, we address the motion…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Trishant Roy , Anindya Harchowdhury , Leena Vachhani

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Trajectory optimization is a fundamental problem in robotics. While optimization of continuous control trajectories is well developed, many applications require both discrete and continuous, i.e., hybrid, controls. Finding an optimal…

Robotics · Computer Science 2017-03-03 Joni Pajarinen , Ville Kyrki , Michael Koval , Siddhartha Srinivasa , Jan Peters , Gerhard Neumann

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

Many real-world applications require decision-makers to assess the quality of solutions while considering multiple conflicting objectives. Obtaining good approximation sets for highly constrained many-objective problems is often a difficult…

Artificial Intelligence · Computer Science 2025-08-13 Rodrigo Lankaites Pinheiro , Dario Landa-Silva , Wasakorn Laesanklang , Ademir Aparecido Constantino

In the article Positive Dynamic Programming, David Blackwell tries to answer the question concerning the existence of optimal stationary strategies for a positive dynamic programming problem. The principal results obtained in the paper are…

Optimization and Control · Mathematics 2024-08-07 Aaqib Peerzada

A multidimensional optimization problem is formulated in the tropical mathematics setting as to maximize a nonlinear objective function, which is defined through a multiplicative conjugate transposition operator on vectors in a…

Optimization and Control · Mathematics 2016-12-12 Nikolai Krivulin

Simplified models are useful to increase the computational efficiency of a motion planning algorithm, but their lack of accuracy have to be managed. We propose two feasibility constraints to be included in a Single Rigid Body Dynamicsbased…

In this paper, we introduce dynamics factor graphs as a graphical framework to solve dynamics problems and kinodynamic motion planning problems with full consideration of whole-body dynamics and contacts. A factor graph representation of…

Robotics · Computer Science 2020-11-13 Mandy Xie , Alejandro Escontrela , Frank Dellaert

Analytic and optimization methods for solving inverse kinematics (IK) problems have been deeply studied throughout the history of robotics. The two strategies have complementary strengths and weaknesses, but developing a unified approach to…

Robotics · Computer Science 2026-02-06 Thomas Cohn , Lihan Tang , Alexandre Amice , Russ Tedrake

We consider a project that consists of a set of activities performed in parallel under constraints on their start and finish times, including start-finish precedence relationships, release start times, release end times, and deadlines. The…

Optimization and Control · Mathematics 2020-07-10 Nikolai Krivulin

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

Statistical Mechanics · Physics 2015-09-16 Luís F. Seoane , Ricard V. Solé
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