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Lagrangian systems represent a wide range of robotic systems, including manipulators, wheeled and legged robots, and quadrotors. Inverse dynamics control and feedforward linearization techniques are typically used to convert the complex…

Robotics · Computer Science 2018-09-13 Mohamed K. Helwa , Adam Heins , Angela P. Schoellig

Pontryagin type maximum principle and Bellman's dynamic programming principle serve as two of the most important tools in solving optimal control problems. There is a huge literature on the study of relationship between them. The main…

Optimization and Control · Mathematics 2021-12-30 Liangying Chen , Qi Lü

Differentiable model predictive control (MPC) offers a powerful framework for combining learning and control. However, its adoption has been limited by the inherently sequential nature of traditional optimization algorithms, which are…

Optimization and Control · Mathematics 2025-10-08 Emre Adabag , Marcus Greiff , John Subosits , Thomas Lew

We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…

Optimization and Control · Mathematics 2025-03-07 Maria Parilli , Sergi Martinez , Carlos Mastalli

Consider a general nonlinear optimal control problem in finite dimension, with constant state and/or control delays. By the Pontryagin Maximum Principle, any optimal trajectory is the projection of a Pontryagin extremal. We establish that,…

Optimization and Control · Mathematics 2018-11-13 Bruno Hérissé , Riccardo Bonalli , Emmanuel Trélat

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

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

The physics solvers employed for neural network training are primarily iterative, and hence, differentiating through them introduces a severe computational burden as iterations grow large. Inspired by works in bilevel optimization, we show…

Machine Learning · Computer Science 2025-11-14 Kanishk Bhatia , Felix Koehler , Nils Thuerey

Differential Dynamic Programming (DDP) is one of the indirect methods for solving an optimal control problem. Several extensions to DDP have been proposed to add stagewise state and control constraints, which can mainly be classified as…

Optimization and Control · Mathematics 2024-09-19 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Andrei Pavlov , Iman Shames , Chris Manzie

Predicting outcomes and planning interactions with the physical world are long-standing goals for machine learning. A variety of such tasks involves continuous physical systems, which can be described by partial differential equations…

Machine Learning · Computer Science 2020-01-22 Philipp Holl , Vladlen Koltun , Nils Thuerey

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto

There is a growing need for computational tools to automatically design and verify autonomous systems, especially complex robotic systems involving perception, planning, control, and hardware in the autonomy stack. Differentiable…

Robotics · Computer Science 2022-04-26 Charles Dawson , Chuchu Fan

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

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

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…

adap-org · Physics 2015-06-24 Paul J. Werbos

The fundamental theorem of the theory of optimal control, the Pontryagin maximum principle (PMP), is extended to the setting of almost Lie (AL) algebroids, geometrical objects generalizing Lie algebroids. This formulation of the PMP yields,…

Optimization and Control · Mathematics 2013-06-13 Janusz Grabowski , Michal Jozwikowski

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

Optimal Control Theory is a powerful mathematical tool, which has known a rapid development since the 1950s, mainly for engineering applications. More recently, it has become a widely used method to improve process performance in quantum…

Quantum Physics · Physics 2021-09-16 U. Boscain , M. Sigalotti , D. Sugny