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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

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

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

Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…

Robotics · Computer Science 2023-09-29 He Li , Wenhao Yu , Tingnan Zhang , 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

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

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

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

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

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…

Optimization and Control · Mathematics 2021-09-13 Kun Cao , Muqing Cao , Shenghai Yuan , Lihua Xie

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

We introduce an extension of Dual Dynamic Programming (DDP) to solve linear dynamic programming equations. We call this extension IDDP-LP which applies to situations where some or all primal and dual subproblems to be solved along the…

Optimization and Control · Mathematics 2019-07-09 Vincent Guigues

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…

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…

Optimization and Control · Mathematics 2019-07-09 Vincent Guigues

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

We introduce Crocoddyl (Contact RObot COntrol by Differential DYnamic Library), an open-source framework tailored for efficient multi-contact optimal control. Crocoddyl efficiently computes the state trajectory and the control policy for a…

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…

Robotics · Computer Science 2019-02-14 Ali Lenjani

A common strategy today to generate efficient locomotion movements is to split the problem into two consecutive steps: the first one generates the contact sequence together with the centroidal trajectory, while the second one computes the…

Robotics · Computer Science 2019-04-11 Rohan Budhiraja , Justin Carpentier , Carlos Mastalli , Nicolas Mansard

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…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

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…

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