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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) 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 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

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 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…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou

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

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

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

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

We introduce a new algorithm to solve constrained nonlinear optimal control problem, with an emphasis on low-thrust trajectory in highly nonlinear dynamics. The algorithm, dubbed Pontryagin-Bellman Differential Dynamic Programming (PDDP),…

Optimization and Control · Mathematics 2026-05-27 Yanis Sidhoum , Kenshiro Oguri

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) 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…

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl

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

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

A discrete-time stochastic optimal control problem was recently proposed to address the GLOSA (Green Light Optimal Speed Advisory) problem in cases where the next signal switching time is decided in real time and is therefore uncertain in…

Optimization and Control · Mathematics 2022-11-23 Panagiotis Typaldos , Markos Papageorgiou

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…

Optimization and Control · Mathematics 2025-10-07 Abhijeet , Suman Chakravorty

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…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Gokhan Alcan , Fares J. Abu-Dakka , Ville Kyrki

The paper develops the Adaptive Dynamic Programming Toolbox (ADPT), which solves optimal control problems for continuous-time nonlinear systems. Based on the adaptive dynamic programming technique, the ADPT computes optimal feedback…

Optimization and Control · Mathematics 2021-01-01 Xiaowei Xing , Dong Eui Chang

In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…

Optimization and Control · Mathematics 2015-06-03 Manan Gandhi
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