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Related papers: Safe Pontryagin Differentiable Programming

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This paper develops a Pontryagin Differentiable Programming (PDP) methodology, which establishes a unified framework to solve a broad class of learning and control tasks. The PDP distinguishes from existing methods by two novel techniques:…

Machine Learning · Computer Science 2021-01-13 Wanxin Jin , Zhaoran Wang , Zhuoran Yang , Shaoshuai Mou

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

We develop a novel form of differentiable predictive control (DPC) with safety and robustness guarantees based on control barrier functions. DPC is an unsupervised learning-based method for obtaining approximate solutions to explicit model…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Wenceslao Shaw Cortez , Jan Drgona , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Safe operation of systems such as robots requires them to plan and execute trajectories subject to safety constraints. When those systems are subject to uncertainties in their dynamics, it is challenging to ensure that the constraints are…

Robotics · Computer Science 2022-01-13 Gokhan Alcan , Ville Kyrki

Many real-world sequential decision-making problems involve critical systems with financial risks and human-life risks. While several works in the past have proposed methods that are safe for deployment, they assume that the underlying…

Machine Learning · Computer Science 2020-12-21 Yash Chandak , Scott M. Jordan , Georgios Theocharous , Martha White , Philip S. Thomas

This paper presents a safe model predictive control (SMPC) framework designed to ensure the satisfaction of hard constraints for systems perturbed by an external disturbance. Such safety guarantees are ensured, despite the disturbance, by…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Ying Shuai Quan , Mohammad Jeddi , Francesco Prignoli , Paolo Falcone

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 develops the method of Continuous Pontryagin Differentiable Programming (Continuous PDP), which enables a robot to learn an objective function from a few sparsely demonstrated keyframes. The keyframes, labeled with some time…

Robotics · Computer Science 2022-08-10 Wanxin Jin , Todd D. Murphey , Dana Kulić , Neta Ezer , Shaoshuai Mou

Certifying the safety or robustness of neural networks against input uncertainties and adversarial attacks is an emerging challenge in the area of safe machine learning and control. To provide such a guarantee, one must be able to bound the…

Optimization and Control · Mathematics 2021-09-16 Mahyar Fazlyab , Manfred Morari , George J. Pappas

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

Recent advances in Deep Machine Learning have shown promise in solving complex perception and control loops via methods such as reinforcement and imitation learning. However, guaranteeing safety for such learned deep policies has been a…

Robotics · Computer Science 2020-03-03 Tom Hirshberg , Sai Vemprala , Ashish Kapoor

It is quite challenging to ensure the safety of reinforcement learning (RL) agents in an unknown and stochastic environment under hard constraints that require the system state not to reach certain specified unsafe regions. Many popular…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Yixuan Wang , Simon Sinong Zhan , Ruochen Jiao , Zhilu Wang , Wanxin Jin , Zhuoran Yang , Zhaoran Wang , Chao Huang , Qi Zhu

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E

Safety is one of the fundamental challenges in control theory. Recently, multi-step optimal control problems for discrete-time dynamical systems were formulated to enforce stability, while subject to input constraints as well as…

Optimization and Control · Mathematics 2023-07-14 Shuo Liu , Jun Zeng , Koushil Sreenath , Calin A. Belta

While learning-based control techniques often outperform classical controller designs, safety requirements limit the acceptance of such methods in many applications. Recent developments address this issue through so-called predictive safety…

Systems and Control · Electrical Eng. & Systems 2022-05-16 Kim P. Wabersich , Melanie N. Zeilinger

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Ján Boldocký , Shahriar Dadras Javan , Martin Gulan , Martin Mönnigmann , Ján Drgoňa

In this work, we focus on the problem of safe policy transfer in reinforcement learning: we seek to leverage existing policies when learning a new task with specified constraints. This problem is important for safety-critical applications…

Machine Learning · Computer Science 2022-11-11 Zeyu Feng , Bowen Zhang , Jianxin Bi , Harold Soh

We introduce a new algorithm to solve constrained nonlinear optimal control problem, with an emphasis on low-thrust trajectory in highly nonlinear dynamics. The algorithm, dubbed Pontryagin-Bellman Differential Dynamic Programming (PDDP),…

Optimization and Control · Mathematics 2026-05-27 Yanis Sidhoum , Kenshiro Oguri

We introduce the Pontryagin-Guided Direct Policy Optimization (PG-DPO) framework for high-dimensional continuous-time portfolio choice. Our approach combines Pontryagin's Maximum Principle (PMP) with backpropagation through time (BPTT) to…

Portfolio Management · Quantitative Finance 2025-09-12 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou
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