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Multiple-Shooting Interior-Point Differential Dynamic Programming for Constrained Nonlinear Optimal Control
We propose Multiple-Shooting Interior-Point Differential Dynamic Programming (MS-IPDDP) for finite-horizon constrained nonlinear …
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Near-Optimal Performance of Stochastic Model Predictive Control
This article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance …
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Superconvergence of Online Optimization for Model Predictive Control
We develop a one-Newton-step-per-horizon, online, lag-$L$, model predictive control (MPC) algorithm for solving discrete-time, …
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Global Convergence of Online Optimization for Nonlinear Model Predictive Control
We study a real-time iteration (RTI) scheme for solving online optimization problem appeared in nonlinear optimal control. The proposed …
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Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming
In this paper, we study the sensitivity of discrete-time dynamic programs with nonlinear dynamics and objective to perturbations in the …
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