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This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian…

Optimization and Control · Mathematics 2026-04-16 Ming Xu , Stephen Gould , Iman Shames

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

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

Switched systems in which the manipulated control action is the time-depending switching signal describe many engineering problems, mainly related to biomedical applications. In such a context, to control the system means to select an…

Optimal control problems (OCPs) involve finding a control function for a dynamical system such that a cost functional is optimized. It is central to physical systems in both academia and industry. In this paper, we propose a novel…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Mingquan Feng , Zhijie Chen , Yixin Huang , Yizhou Liu , Junchi Yan

In black-box function optimization, we need to consider not only controllable design variables but also uncontrollable stochastic environment variables. In such cases, it is necessary to solve the optimization problem by taking into account…

Machine Learning · Statistics 2022-02-03 Yu Inatsu , Shion Takeno , Masayuki Karasuyama , Ichiro Takeuchi

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

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

Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…

Optimization and Control · Mathematics 2014-09-02 Helena Sofia Rodrigues , M. Teresa T. Monteiro , Delfim F. M. Torres

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

Model Predictive Control (MPC) has exhibited remarkable capabilities in optimizing objectives and meeting constraints. However, the substantial computational burden associated with solving the Optimal Control Problem (OCP) at each…

Robotics · Computer Science 2024-05-09 Yu Luo , Qie Sima , Tianying Ji , Fuchun Sun , Huaping Liu , Jianwei Zhang

This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…

Optimization and Control · Mathematics 2012-11-15 M. Rasheed Abdalmoaty , Didier Henrion , Luis Rodrigues

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

Automated vehicles and logistics robots must often position themselves in narrow environments with high precision in front of a specific target, such as a package or their charging station. Often, these docking scenarios are solved in two…

Robotics · Computer Science 2025-04-07 Oliver Schumann , Michael Buchholz , Klaus Dietmayer

This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…

Optimization and Control · Mathematics 2021-11-29 Alireza Zolanvari , Ashish Cherukuri

Trajectory planning and control have historically been separated into two modules in automated driving stacks. Trajectory planning focuses on higher-level tasks like avoiding obstacles and staying on the road surface, whereas the controller…

Robotics · Computer Science 2022-09-21 Rowan Dempster , Mohammad Al-Sharman , Derek Rayside , William Melek

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

We introduce distributional dynamic programming (DP) methods for optimizing statistical functionals of the return distribution, with standard reinforcement learning as a special case. Previous distributional DP methods could optimize the…

The paper addresses a continuous-time continuous-space chance-constrained stochastic optimal control (SOC) problem where the probability of failure to satisfy given state constraints is explicitly bounded. We leverage the notion of exit…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Apurva Patil , Alfredo Duarte , Fabrizio Bisetti , Takashi Tanaka