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This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl

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

Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…

Systems and Control · Computer Science 2017-01-10 David D. Fan , Evangelos A. Theodorou

Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, including algorithms for stochastic dynamics or state and input…

Optimization and Control · Mathematics 2022-05-26 Dennis Gramlich , Carsten W. Scherer , Christian Ebenbauer

We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou

This work addresses an extended class of optimal control problems where a target for a system state has the form of an ellipsoid rather than a fixed, single point. As a computationally affordable method for resolving the extended problem,…

Optimization and Control · Mathematics 2025-11-14 Sungjun Eom , Gyunghoon Park

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

Differential dynamic programming (DDP) is a direct single shooting method for trajectory optimization. Its efficiency derives from the exploitation of temporal structure (inherent to optimal control problems) and explicit…

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

This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…

Systems and Control · Computer Science 2012-11-27 Jean-Francois Stumper , Ralph Kennel

This paper presents a novel approach using sensitivity analysis for generalizing Differential Dynamic Programming (DDP) to systems characterized by implicit dynamics, such as those modelled via inverse dynamics and variational or implicit…

Robotics · Computer Science 2024-08-29 Iordanis Chatzinikolaidis , Zhibin Li

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

Indirect trajectory optimization methods such as Differential Dynamic Programming (DDP) have found considerable success when only planning under dynamic feasibility constraints. Meanwhile, nonlinear programming (NLP) has been the…

Optimization and Control · Mathematics 2022-05-06 Sumeet Singh , Jean-Jacques Slotine , Vikas Sindhwani

Matrix Lie groups are an important class of manifolds commonly used in control and robotics, and optimizing control policies on these manifolds is a fundamental problem. In this work, we propose a novel computationally efficient approach…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Gokhan Alcan , Fares J. Abu-Dakka , Ville Kyrki

A common strategy today to generate efficient locomotion movements is to split the problem into two consecutive steps: the first one generates the contact sequence together with the centroidal trajectory, while the second one computes the…

Robotics · Computer Science 2019-04-11 Rohan Budhiraja , Justin Carpentier , Carlos Mastalli , Nicolas Mansard

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

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

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

This letter presents a method to reduce the computational demands of including second-order dynamics sensitivity information into the Differential Dynamic Programming (DDP) trajectory optimization algorithm. An approach to DDP is developed…

Robotics · Computer Science 2022-07-01 John N. Nganga , Patrick M. Wensing

We present a finite-horizon optimization algorithm that extends the established concept of Dual Dynamic Programming (DDP) in two ways. First, in contrast to the linear costs, dynamics, and constraints of standard DDP, we consider problems…

Optimization and Control · Mathematics 2018-07-17 Marc Hohmann , Joseph Warrington , John Lygeros
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