Related papers: Domain-Independent Dynamic Programming: Generic St…
Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use…
This paper introduces a differential dynamic programming (DDP) based framework for polynomial trajectory generation for differentially flat systems. In particular, instead of using a linear equation with increasing size to represent…
In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…
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…
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,…
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…
Decentralized planning in uncertain environments is a complex task generally dealt with by using a decision-theoretic approach, mainly through the framework of Decentralized Partially Observable Markov Decision Processes (DEC-POMDPs).…
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…
In this paper, we give a new approximate dynamic programming (ADP) method to solve large-scale Markov decision programming (MDP) problem. In comparison with many classic ADP methods which have large number of constraints, we formulate an…
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…
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…
Routing problems are a class of combinatorial problems with many practical applications. Recently, end-to-end deep learning methods have been proposed to learn approximate solution heuristics for such problems. In contrast, classical…
The field of Optimal Control under Partial Differential Equations (PDE) constraints is rapidly changing under the influence of Deep Learning and the accompanying automatic differentiation libraries. Novel techniques like Physics-Informed…
We present DAPIP, a Programming-By-Example system that learns to program with APIs to perform data transformation tasks. We design a domain-specific language (DSL) that allows for arbitrary concatenations of API outputs and constant…
This paper presents differential algebra-based differential dynamic programming (DADDy), a publicly available C++ framework for constrained, fuel-optimal low-thrust trajectory optimisation. The method uses differential algebra (DA) for two…
Recent advancements in the flexible job-shop scheduling problem (FJSSP) are primarily based on deep reinforcement learning (DRL) due to its ability to generate high-quality, real-time solutions. However, DRL approaches often fail to fully…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
It has been shown recently that physics-based simulation significantly enhances the disassembly capabilities of real-world assemblies with diverse 3D shapes and stringent motion constraints. However, the efficiency suffers when tackling…
Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…
This paper develops a dynamic programming (DP) approach for decentralized stochastic optimal control problems with delayed sharing information patterns, which exhibits the fundamental Properties of classical DP of centralized partially…