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We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…

Analysis of PDEs · Mathematics 2018-11-08 Martin Gugat , Falk Hante

This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…

Systems and Control · Computer Science 2017-11-27 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

A path-following collision-avoidance model predictive control (MPC) method is proposed which approximates obstacle shapes as convex polygons. Collision-avoidance is ensured by means of the signed distance function which is calculated…

Systems and Control · Electrical Eng. & Systems 2021-03-26 Simon Helling , Christian Roduner , Thomas Meurer

This paper presents a time-constrained model predictive control strategy for the 6 degree-of-freedom (6DOF) autonomous rendezvous and docking problem between a controllable "deputy" spacecraft and an uncontrollable "chief" spacecraft. The…

Optimization and Control · Mathematics 2022-11-22 Gabriel Behrendt , Alexander Soderlund , Matthew Hale , Sean Phillips

Multi-modal behaviors exhibited by surrounding vehicles (SVs) can typically lead to traffic congestion and reduce the travel efficiency of autonomous vehicles (AVs) in dense traffic. This paper proposes a real-time parallel trajectory…

Robotics · Computer Science 2023-09-12 Lei Zheng , Rui Yang , Zengqi Peng , Haichao Liu , Michael Yu Wang , Jun Ma

In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…

Optimization and Control · Mathematics 2017-11-27 Peyman Mohajerin Esfahani , Debasish Chatterjee , John Lygeros

This paper aims to address the nonlinear optimal guidance problem with impact-time and impact-angle constraints, which is fundamentally important for multiple pursuers to collaboratively achieve a target. Addressing such a guidance problem…

Optimization and Control · Mathematics 2024-06-10 Fanchen Wu , Zheng Chen , Xueming Shao , Kun Wang

We introduce the Pontryagin-Guided Direct Policy Optimization (PG-DPO) framework for high-dimensional continuous-time portfolio choice. Our approach combines Pontryagin's Maximum Principle (PMP) with backpropagation through time (BPTT) to…

Portfolio Management · Quantitative Finance 2025-09-12 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

We introduce a multi-phase rocket landing guidance framework that can handle nonlinear dynamics and does not mandate any additional mixed-integer or nonconvex constraints to handle discrete temporal events/switching. To achieve this, we…

Optimization and Control · Mathematics 2023-05-30 Abhinav G. Kamath , Purnanand Elango , Yue Yu , Skye Mceowen , Govind M. Chari , John M. Carson , Behçet Açıkmeşe

This paper introduces a continuous formulation for compound state-triggered constraints, which are generalizations of the recently introduced state-triggered constraints. State-triggered constraints are different from ordinary constraints…

Optimization and Control · Mathematics 2019-01-09 Michael Szmuk , Taylor P. Reynolds , Behcet Acikmese , Mehran Mesbahi , John M. Carson

Designing spacecraft trajectories remains challenging in the presence of stochastic effects such as maneuver execution errors and observation uncertainties. Although covariance control and belief-space planning provide useful tools for…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Masahiro Fujiwara , Naoya Ozaki

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…

Optimization and Control · Mathematics 2026-05-01 Thomas Caleb , Roberto Armellin , Spencer Boone , Stéphanie Lizy-Destrez

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

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

This work considers a Motion Planning Problem with Dynamic Obstacles (MPDO) in 2D that requires finding a minimum-arrival-time collision-free trajectory for a point robot between its start and goal locations amid dynamic obstacles moving…

Robotics · Computer Science 2022-06-03 Zhongqiang Ren , Sivakumar Rathinam , Howie Choset

We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…

Optimization and Control · Mathematics 2024-04-30 Govind M. Chari , Abhinav G. Kamath , Purnanand Elango , Behçet Açıkmeşe

In many mobile robotics scenarios, such as drone racing, the goal is to generate a trajectory that passes through multiple waypoints in minimal time. This problem is referred to as time-optimal planning. State-of-the-art approaches either…

Robotics · Computer Science 2020-08-04 Philipp Foehn , Davide Scaramuzza