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We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

Adaptive tracking control for rigid body dynamics is of critical importance in control and robotics, particularly for addressing uncertainties or variations in system model parameters. However, most existing adaptive control methods are…

Robotics · Computer Science 2025-02-11 Jiawei Tang , Shilei Li , Ling Shi

Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…

Systems and Control · Electrical Eng. & Systems 2024-09-05 George Rapakoulias , Panagiotis Tsiotras

In this paper, we extend the popular integral control technique to systems evolving on Lie groups. More explicitly, we provide an alternative definition of "integral action" for proportional(-derivative)-controlled systems whose…

Systems and Control · Computer Science 2015-02-06 Zhifei Zhang , Alain Sarlette , Zhihao Ling

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that…

Probability · Mathematics 2015-12-01 Huyên Pham , Xiaoli Wei

Optimal control is highly desirable in many current quantum systems, especially to realize tasks in quantum information processing. We introduce a method based on differentiable programming to leverage explicit knowledge of the differential…

Quantum Physics · Physics 2020-09-04 Frank Schäfer , Michal Kloc , Christoph Bruder , Niels Lörch

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

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

This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…

Systems and Control · Electrical Eng. & Systems 2023-10-06 George Rapakoulias , Panagiotis Tsiotras

At the heart of quantum technology development is the control of quantum systems at the level of individual quanta. Mathematically, this is realised through the study of Hamiltonians and the use of methods to solve the dynamics of quantum…

Quantum Physics · Physics 2022-10-24 Sofia Qvarfort , Igor Pikovski

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros

The article considers smooth optimization of functions on Lie groups. By generalizing NAG variational principle in vector space (Wibisono et al., 2016) to Lie groups, continuous Lie-NAG dynamics which are guaranteed to converge to local…

Machine Learning · Computer Science 2020-01-29 Molei Tao , Tomoki Ohsawa

In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…

Systems and Control · Computer Science 2018-08-07 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints…

Optimization and Control · Mathematics 2024-09-17 Zedong Peng , Albert Lee , David E. Bernal Neira

We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat…

Optimization and Control · Mathematics 2014-03-18 Gordan Zitkovic

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

Optimal control (OC) algorithms such as Differential Dynamic Programming (DDP) take advantage of the derivatives of the dynamics to efficiently control physical systems. Yet, in the presence of nonsmooth dynamical systems, such class of…

This paper introduces a differential dynamic programming (DDP) based framework for polynomial trajectory generation for differentially flat systems. In particular, instead of using a linear equation with increasing size to represent…

Optimization and Control · Mathematics 2021-09-13 Kun Cao , Muqing Cao , Shenghai Yuan , Lihua Xie