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Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we…

Machine Learning · Computer Science 2021-06-14 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

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

This paper presents a novel extended dynamic programming approach for energy minimization (EDP) to solve the correspondence problem for stereo and motion. A significant speedup is achieved using a recursive minimum search strategy (RMS).…

Computer Vision and Pattern Recognition · Computer Science 2014-10-30 Mikhail G. Mozerov

Certified safe control is a growing challenge in robotics, especially when performance and safety objectives must be concurrently achieved. In this work, we extend the barrier state (BaS) concept, recently proposed for safe stabilization of…

Robotics · Computer Science 2022-02-03 Hassan Almubarak , Kyle Stachowicz , Nader Sadegh , Evangelos A. Theodorou

Connections between Deep Neural Networks (DNNs) training and optimal control theory has attracted considerable attention as a principled tool of algorithmic design. Differential Dynamic Programming (DDP) neural optimizer is a recently…

Machine Learning · Computer Science 2020-07-20 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

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

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…

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

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

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

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

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

This paper presents a novel approach using sensitivity analysis for generalizing Differential Dynamic Programming (DDP) to systems characterized by implicit dynamics, such as those modelled via inverse dynamics and variational or implicit…

Robotics · Computer Science 2024-08-29 Iordanis Chatzinikolaidis , Zhibin Li

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…

Robotics · Computer Science 2022-07-01 John N. Nganga , Patrick M. Wensing

We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A…

Optimization and Control · Mathematics 2018-09-24 George I. Boutselis , Evangelos Theodorou

Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…

Systems and Control · Electrical Eng. & Systems 2023-05-18 Astghik Hakobyan , Insoon Yang

As we move to increasingly complex cyber-physical systems (CPS), new approaches are needed to plan efficient state trajectories in real-time. In this paper, we propose an approach to significantly reduce the complexity of solving optimal…

Robotics · Computer Science 2023-08-29 Logan E. Beaver , Andreas A. Malikopoulos

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Ján Boldocký , Shahriar Dadras Javan , Martin Gulan , Martin Mönnigmann , Ján Drgoňa

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