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Many control policies used in various applications determine the input or action by solving a convex optimization problem that depends on the current state and some parameters. Common examples of such convex optimization control policies…

Optimization and Control · Mathematics 2019-12-23 Akshay Agrawal , Shane Barratt , Stephen Boyd , Bartolomeo Stellato

Many robotic systems are underactuated, meaning not all degrees of freedom can be directly controlled due to lack of actuators, input constraints, or state-dependent actuation. This property, compounded by modeling uncertainties and…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Daniel M. Cherenson , Dimitra Panagou

In this paper, a hierarchical one-leader-multi-followers game for a class of continuous-time nonlinear systems with disturbance is investigated by a novel policy iteration reinforcement learning technique in which, the game model consists…

Systems and Control · Electrical Eng. & Systems 2019-07-29 Mohammad reza Satouri , Hamed Kebriaei , Abolhassan Razminia , Mohammad javad Yazdanpanah

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

Nonlinear constrained optimization has a wide range of practical applications. In this paper, we consider nonlinear optimization with inequality constraints. The interior point method is considered to be one of the most powerful algorithms…

Optimization and Control · Mathematics 2026-03-17 Yonggang Pei , Jingyi Guo , Detong Zhu

Autonomous robot navigation systems often rely on hierarchical planning, where global planners compute collision-free paths without considering dynamics, and local planners enforce dynamics constraints to produce executable commands. This…

Robotics · Computer Science 2025-10-14 Yuanjie Lu , Mingyang Mao , Tong Xu , Linji Wang , Xiaomin Lin , Xuesu Xiao

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

Approximate dynamic programming (ADP) has proven itself in a wide range of applications spanning large-scale transportation problems, health care, revenue management, and energy systems. The design of effective ADP algorithms has many…

Optimization and Control · Mathematics 2014-07-15 Ilya O. Ryzhov , Peter I. Frazier , Warren B. Powell

This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…

Optimization and Control · Mathematics 2025-12-04 Kangyu Lin , Toshiyuki Ohtsuka

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

We introduce an extension of Dual Dynamic Programming (DDP) to solve convex nonlinear dynamic programming equations. We call Inexact DDP (IDDP) this extension which applies to situations where some or all primal and dual subproblems to be…

Optimization and Control · Mathematics 2017-11-23 Vincent Guigues

Recent advances in symbolic dynamic programming (SDP) combined with the extended algebraic decision diagram (XADD) data structure have provided exact solutions for mixed discrete and continuous (hybrid) MDPs with piecewise linear dynamics…

Artificial Intelligence · Computer Science 2013-09-27 Luis Gustavo Vianna , Scott Sanner , Leliane Nunes de Barros

CAV platooning technology has received considerable attention in the past few years, driven by the next generation smart transportation systems. Unlike most of the existing platooning methods that focus on linear vehicle dynamics of CAVs,…

Optimization and Control · Mathematics 2021-04-20 Jinglai Shen , Eswar Kumar H. Kammara , Lili Du

A general-purpose C++ software program called $\mathbb{CGPOPS}$ is described for solving multiple-phase optimal control problems using adaptive Gaussian quadrature collocation. The software employs a Legendre-Gauss-Radau direct orthogonal…

Optimization and Control · Mathematics 2019-05-30 Yunus M. Agamawi , Anil V. Rao

This paper presents a new formulation for model-free robust optimal regulation of continuous-time nonlinear systems. The proposed reinforcement learning based approach, referred to as incremental adaptive dynamic programming (IADP),…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Cong Li , Yongchao Wang , Fangzhou Liu , Qingchen Liu , Martin Buss

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

In this paper, a novel design scheme is introduced to solve the optimal control problem for nonlinear systems with unsymmetrical and state-dependent input constraints. By introducing an initial stabilizing control policy as the baseline of…

Systems and Control · Electrical Eng. & Systems 2022-11-18 Yangguang Yu , Xiangke Wang , Zhiyong Sun , Lincheng Shen