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Sequential convex programming has been established as an effective framework for solving nonconvex trajectory planning problems. However, its performance is highly sensitive to problem parameters, including trajectory variables, algorithmic…

Optimization and Control · Mathematics 2025-12-09 Ziqi Xu , Lin Cheng , Di Wu , Shengping Gong

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 consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

Optimization and Control · Mathematics 2024-11-22 Niklas Schmid , Marta Fochesato , Sarah H. Q. Li , Tobias Sutter , John Lygeros

Non-prehensile manipulation such as pushing is typically subject to uncertain, non-smooth dynamics. However, modeling the uncertainty of the dynamics typically results in intractable belief dynamics, making data-efficient planning under…

Robotics · Computer Science 2024-06-28 Julius Jankowski , Lara Brudermüller , Nick Hawes , Sylvain Calinon

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

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 gPC-SCP: Generalized Polynomial Chaos-based Sequential Convex Programming to compute a sub-optimal solution for a continuous-time chance-constrained stochastic nonlinear optimal control (SNOC) problem. The approach enables motion…

Robotics · Computer Science 2022-03-29 Yashwanth Kumar Nakka , Soon-Jo Chung

Nonlinear trajectory optimization algorithms have been developed to handle optimal control problems with nonlinear dynamics and nonconvex constraints in trajectory planning. The performance and computational efficiency of many trajectory…

Optimization and Control · Mathematics 2024-01-17 Taewan Kim , Purnanand Elango , Danylo Malyuta , Behcet Acikmese

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…

Systems and Control · Electrical Eng. & Systems 2023-10-06 George Rapakoulias , Panagiotis Tsiotras

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…

Optimization and Control · Mathematics 2009-07-28 Pierre Carpentier , Guy Cohen , Anes Dallagi

We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…

Systems and Control · Electrical Eng. & Systems 2019-09-19 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Dylan A. Shell

In this paper, a novel real-time acceleration-continuous path-constrained trajectory planning algorithm is proposed with an appealing built-in tradability mechanism between cruise motion and time-optimal motion. Different from existing…

Robotics · Computer Science 2018-12-11 Peiyao Shen , Xuebo Zhang , Yongchun Fang

Aircraft failures alter dynamics, diminishing manoeuvrability. Such manoeuvring flight envelope variations, governed by the aircraft's complex nonlinear dynamics, are unpredictable by pilots and existing flight management systems. To…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Ramin Norouzi , Amirreza Kosari , Mark H. Lowenberg

This paper demonstrates a refined approach to solving dynamic optimization problems for underactuated marine surface vessels. To this end the differential flatness of a mathematical model assuming full actuation is exploited to derive an…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Max Lutz , Thomas Meurer

This work considers the optimal covariance steering problem for systems subject to both additive noise and uncertain parameters which may enter multiplicatively with the state and the control. The unknown parameters are modeled as a…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Jacob Knaup , Panagiotis Tsiotras

As a core part of autonomous driving systems, motion planning has received extensive attention from academia and industry. However, real-time trajectory planning capable of spatial-temporal joint optimization is challenged by nonholonomic…

Robotics · Computer Science 2023-04-11 Zhichao Han , Yuwei Wu , Tong Li , Lu Zhang , Liuao Pei , Long Xu , Chengyang Li , Changjia Ma , Chao Xu , Shaojie Shen , Fei Gao

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

Stochastic dual dynamic programming is a cutting plane type algorithm for multi-stage stochastic optimization originated about 30 years ago. In spite of its popularity in practice, there does not exist any analysis on the convergence rates…

Optimization and Control · Mathematics 2023-05-10 Guanghui Lan