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The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…

Robotics · Computer Science 2021-03-29 Jean-Pierre Sleiman , Farbod Farshidian , Marco Hutter

We present a multi-query recovery policy for a hybrid system with goal limit cycle. The sample trajectories and the hybrid limit cycle of the dynamical system are stabilized using locally valid Time Varying LQR controller policies which…

Robotics · Computer Science 2017-11-15 Ramkumar Natarajan , Siddharthan Rajasekaran , Jonathan D. Taylor

Linear-quadratic regulator (LQR) is a landmark problem in the field of optimal control, which is the concern of this paper. Generally, LQR is classified into state-feedback LQR (SLQR) and output-feedback LQR (OLQR) based on whether the full…

Optimization and Control · Mathematics 2024-04-16 Lechen Feng , Yuan-Hua Ni

We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…

Optimization and Control · Mathematics 2024-08-06 João Sousa-Pinto , Dominique Orban

We present a framework for bi-level trajectory optimization in which a system's dynamics are encoded as the solution to a constrained optimization problem and smooth gradients of this lower-level problem are passed to an upper-level…

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

Many problems in robotics involve multiple decision making agents. To operate efficiently in such settings, a robot must reason about the impact of its decisions on the behavior of other agents. Differential games offer an expressive…

Systems and Control · Electrical Eng. & Systems 2020-03-19 David Fridovich-Keil , Ellis Ratner , Lasse Peters , Anca D. Dragan , Claire J. Tomlin

We develop a cost functional and state-space equations to model the problem of herding m sheep to the origin using n dogs. Our initial approach uses solve_bvp to approximate optimal control trajectories. But this method often fails to…

Optimization and Control · Mathematics 2025-10-31 Drake Brown , Trevor Garrity , Daniel Perkins , Davis Hunter , Wyatt Pochman

This paper presents a unified planning-control strategy for competing with other racing cars called IteraOptiRacing in autonomous racing environments. This unified strategy is proposed based on Iterative Linear Quadratic Regulator for…

Robotics · Computer Science 2025-07-15 Yifan Zeng , Yihan Li , Suiyi He , Koushil Sreenath , Jun Zeng

Collision avoidance is one of the most challenging tasks people need to consider for developing the self-driving technology. In this paper we propose a new spatiotemporal motion planning algorithm that efficiently solves a constrained…

Robotics · Computer Science 2022-02-18 Changxi You

We develop a dynamic trading strategy in the Linear Quadratic Regulator (LQR) framework. By including a price mean-reversion signal into the optimization program, in a trading environment where market impact is linear and stage costs are…

Statistics Theory · Mathematics 2021-11-04 Simon Clinet , Jean-François Perreton , Serge Reydellet

In this paper, discrete linear quadratic regulator (DLQR) and iterative linear quadratic regulator (ILQR) methods based on high-order Runge-Kutta (RK) discretization are proposed for solving linear and nonlinear quadratic optimal control…

Numerical Analysis · Mathematics 2022-01-03 Zuodi Xie , Tieqiang Gang

This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Katsuya Shigematsu , Hikaru Hoshino , Eiko Furutani

This paper proposes a new strategy for missile attitude control using a hybridization of Linear Quadratic Gaussian (LQG), Loop Transfer Recovery (LTR), and Linear Quadratic Integral (LQI) control techniques. The LQG control design is…

Systems and Control · Computer Science 2016-12-01 Saptarshi Das , Kaushik Halder

We develop an optimization-based framework for joint real-time trajectory planning and feedback control of feedback-linearizable systems. To achieve this goal, we define a target trajectory as the optimal solution of a time-varying…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Tianqi Zheng , John Simpson-Porco , Enrique Mallada

Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

Optimization and Control · Mathematics 2020-02-19 Cheng Ju , Yan Qin , Chunjiang Fu

This paper presents a pioneering approach to solving the linear quadratic regulation (LQR) and linear quadratic tracking (LQT) problems with constrained inputs using a novel off-policy continuous-time Q-learning framework. The proposed…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Duc Cuong Nguyen , Quang Huy Dao , Phuong Nam Dao

Optimal control is often used in robotics for planning a trajectory to achieve some desired behavior, as expressed by the cost function. Most works in optimal control focus on finding a single optimal trajectory, which is then typically…

Robotics · Computer Science 2021-08-24 Teguh Santoso Lembono , Sylvain Calinon

Model Predictive Control (MPC) is a popular strategy for controlling robots but is difficult for systems with contact due to the complex nature of hybrid dynamics. To implement MPC for systems with contact, dynamic models are often…

Robotics · Computer Science 2023-11-08 Nathan J. Kong , Chuanzheng Li , Aaron M. Johnson

We introduce a new algorithm for solving unconstrained discrete-time optimal control problems. Our method follows a direct multiple shooting approach, and consists of applying the SQP method together with an $\ell_2$ augmented Lagrangian…

Optimization and Control · Mathematics 2024-07-02 João Sousa-Pinto , Dominique Orban