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Optimal-Horizon Model-Predictive Control with Differential Dynamic Programming

2021/11/17 by Kyle Stachowicz, Stachowicz, Kyle, Evangelos A. Theodorou +1
Computer Science · Engineering · #Advanced Control Systems Optimization #FOS: Computer and information sciences #FOS: Electrical engineering #Optimization and Search Problems #Reinforcement Learning in Robotics #Robotics (cs.RO) #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2111.09207

openalex publication_date 2021/11/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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 convergence for linear, quadratic, time-invariant problems and is fast enough for real-time nonlinear model-predictive control. We show derivations for the nonlinear algorithm in the discrete-time case, and apply this algorithm to a variety of nonlinear problems. Finally, we show the efficacy of the optimal-horizon model-predictive control scheme compared to a standard MPC controller, on an obstacle-avoidance problem with planar robots.

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