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Dynamic Programming (DP) and Constraint Programming (CP) are well-established paradigms for solving combinatorial optimization problems. Usually, these two approaches are used separately. This paper aims to show that the two can be combined…
We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…
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…
Sample average approximation--based stochastic dynamic programming (SDP) and model predictive control (MPC) are two different methods for approaching multistage stochastic optimization. In this paper we investigate the conditions under…
The computational power of mobile robots is currently insufficient to achieve torque level whole-body Model Predictive Control (MPC) at the update rates required for complex dynamic systems such as legged robots. This problem is commonly…
Many real-world decision-theoretic planning problems can be naturally modeled with discrete and continuous state Markov decision processes (DC-MDPs). While previous work has addressed automated decision-theoretic planning for DCMDPs,…
We introduce an extension of Stochastic Dual Dynamic Programming (SDDP) to solve stochastic convex dynamic programming equations. This extension applies when some or all primal and dual subproblems to be solved along the forward and…
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…
Distributed model predictive control (DMPC) is a flexible and scalable feedback control method applicable to a wide range of systems. While the stability analysis of DMPC is quite well understood, there exist only limited implementation…
Specialized motions such as jumping are often achieved on quadruped robots by solving a trajectory optimization problem once and executing the trajectory using a tracking controller. This approach is in parallel with Model Predictive…
Model Predictive Control (MPC) is effective at generating safe control strategies in constrained scenarios, at the cost of computational complexity. This is especially the case in robots that require high sampling rates and have limited…
This paper presents a novel approach to enhance Model Predictive Control (MPC) for legged robots through Distributed Optimization. Our method focuses on decomposing the robot dynamics into smaller, parallelizable subsystems, and utilizing…
Trajectory following is one of the complicated control problems when its dynamics are nonlinear, stochastic and include a large number of parameters. The problem has significant difficulties including a large number of trials required for…
The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…
Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…
This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…
We investigate the dual of a Multistage Stochastic Linear Program (MSLP) to study two questions for this class of problems. The first of these questions is the study of the optimal value of the problem as a function of the involved…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…
A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…