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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…

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

Differential Dynamic Programming (DDP) is a popular technique used to generate motion for dynamic-legged robots in the recent past. However, in most cases, only the first-order partial derivatives of the underlying dynamics are used,…

Robotics · Computer Science 2023-07-25 Shubham Singh , Ryan P. Russell , Patrick M. Wensing

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 (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

Optimization and Control · Mathematics 2020-05-05 Yuichiro Aoyama , George Boutselis , Akash Patel , Evangelos A. Theodorou

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

This paper provides an overview, analysis, and comparison of second-order dynamic optimization algorithms, i.e., constrained Differential Dynamic Programming (DDP) and Sequential Quadratic Programming (SQP). Although a variety of these…

Optimization and Control · Mathematics 2026-01-05 Yuichiro Aoyama , Oswin So , Augustinos D. Saravanos , 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

In this paper, we propose two novel decentralized optimization frameworks for multi-agent nonlinear optimal control problems in robotics. The aim of this work is to suggest architectures that inherit the computational efficiency and…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Augustinos D. Saravanos , Yuichiro Aoyama , Hongchang Zhu , Evangelos A. Theodorou

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

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…

Machine Learning · Computer Science 2021-12-03 Hanjun Dai , Yuan Xue , Zia Syed , Dale Schuurmans , Bo Dai

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

Trajectory optimization is a fundamental problem in robotics. While optimization of continuous control trajectories is well developed, many applications require both discrete and continuous, i.e., hybrid, controls. Finding an optimal…

Robotics · Computer Science 2017-03-03 Joni Pajarinen , Ville Kyrki , Michael Koval , Siddhartha Srinivasa , Jan Peters , Gerhard Neumann

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

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 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

Soft robots can execute tasks with safer interactions. However, control techniques that can effectively exploit the systems' capabilities are still missing. Differential dynamic programming (DDP) has emerged as a promising tool for…

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

Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…

Robotics · Computer Science 2022-09-05 Traiko Dinev , Carlos Mastalli , Vladimir Ivan , Steve Tonneau , Sethu Vijayakumar

We introduce an extension of Dual Dynamic Programming (DDP) to solve convex nonlinear dynamic programming equations. We call Inexact DDP (IDDP) this extension which applies to situations where some or all primal and dual subproblems to be…

Optimization and Control · Mathematics 2017-11-23 Vincent Guigues
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