Stochastic Differential Dynamic Programming for Trajectory Optimization under Partial Observability

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Hauptverfasser: Fujiwara, Masahiro, Ozaki, Naoya
Format: Preprint
Veröffentlicht: 2026
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author Fujiwara, Masahiro
Ozaki, Naoya
author_facet Fujiwara, Masahiro
Ozaki, Naoya
contents Designing spacecraft trajectories remains challenging in the presence of stochastic effects such as maneuver execution errors and observation uncertainties. Although covariance control and belief-space planning provide useful tools for designing robust control policies and information-aware trajectories under uncertainty, practical methods remain limited for partially observable trajectory optimization problems in which trajectory design, orbit determination, and correction maneuver planning are tightly coupled. This paper presents a stochastic differential dynamic programming algorithm for such coupled problems. The proposed method optimizes the nominal control sequence and feedback gains subject to belief dynamics and general mission constraints, explicitly accounting for the dependence of covariance propagation on the nominal trajectory without relying on the separation principle. Numerical examples demonstrate that the proposed algorithm produces navigation-aware and uncertainty-robust solutions across a range of dynamical systems, observation models, and uncertainty levels. In particular, the circular restricted three-body problem shows that the proposed method can exploit the coupling between trajectory design and orbit determination to obtain navigation-aware solutions with substantially lower fuel consumption than those from deterministic local optimization starting from the same initial guess.
format Preprint
id arxiv_https___arxiv_org_abs_2605_07529
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Stochastic Differential Dynamic Programming for Trajectory Optimization under Partial Observability
Fujiwara, Masahiro
Ozaki, Naoya
Systems and Control
Optimization and Control
Designing spacecraft trajectories remains challenging in the presence of stochastic effects such as maneuver execution errors and observation uncertainties. Although covariance control and belief-space planning provide useful tools for designing robust control policies and information-aware trajectories under uncertainty, practical methods remain limited for partially observable trajectory optimization problems in which trajectory design, orbit determination, and correction maneuver planning are tightly coupled. This paper presents a stochastic differential dynamic programming algorithm for such coupled problems. The proposed method optimizes the nominal control sequence and feedback gains subject to belief dynamics and general mission constraints, explicitly accounting for the dependence of covariance propagation on the nominal trajectory without relying on the separation principle. Numerical examples demonstrate that the proposed algorithm produces navigation-aware and uncertainty-robust solutions across a range of dynamical systems, observation models, and uncertainty levels. In particular, the circular restricted three-body problem shows that the proposed method can exploit the coupling between trajectory design and orbit determination to obtain navigation-aware solutions with substantially lower fuel consumption than those from deterministic local optimization starting from the same initial guess.
title Stochastic Differential Dynamic Programming for Trajectory Optimization under Partial Observability
topic Systems and Control
Optimization and Control
url https://arxiv.org/abs/2605.07529