Optimization, Optimal Control, and Reinforcement Learning for Robotics
Organizations: Department of Artificial Intelligence, Yonsei University
Abstract
These lecture notes provide an introduction to optimization, optimal control, and reinforcement learning for robotics, emphasizing their mathematical connections and practical relevance. They present established material compiled and edited by Yonghyeon Lee, rather than new research results. The notes were developed through a human and AI collaborative writing process, with AI assistance in drafting, organizing, and refining the exposition. This first version is a preliminary collection of notes, not yet a fully developed textbook, and currently contains no figures or graphs. The notes may be revised, corrected, and expanded in future versions.
Figures & tables
| Aspect | Indirect method | Direct method |
|---|---|---|
| Formulated from | PMP necessary conditions | original dynamics, cost, and constraints |
| Typical unknowns | costate boundary values, multipliers, switching times | sampled controls and, in transcription, sampled states |
| Numerical task | root finding or a boundary-value solve | nonlinear minimization |
| Path constraints | require extra multipliers, arcs, and switching conditions | imposed directly as finite-dimensional constraints |
| Method | Main variables | Dynamics during iterations | Typical feature |
|---|---|---|---|
| Single shooting | controls | exactly satisfied | compact but sensitive |
| Multiple shooting | controls and segment states | segmentwise satisfied | balanced conditioning |
| Direct transcription | states and controls | enforced as constraints | sparse and constraint-friendly |
| iLQR/DDP | nominal controls and local policy | satisfied by rollout | fast structured local solve |
| Device | Useful work | Main qualification |
|---|---|---|
| CPU | small models, branching logic, parallel simulator instances | a small batch may not justify accelerator overhead |
| GPU | batched rollouts, compatible physics, neural inference, reductions | memory traffic and sequential horizon steps still matter |
| NPU | supported neural dynamics or perception inference | neural inference support does not imply support for the entire planner |
Optimal Control
Optimal control studies how to choose actions over time to optimize performance while satisfying system dynamics and constraints.
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