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    <title>Brian Plancher</title>
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      <title>Parallel Dynamic Programming for Conic Linear Quadratic Control</title>
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      <pubDate>Sun, 23 Aug 2026 00:00:00 +0000</pubDate>
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      <description>We present a parallel-in-time approach that solves computationally demanding conic optimal control problems through the use of the alternating direction method of multipliers (ADMM). In particular, we formulate the inner primal update of ADMM as an LQ problem and split the reformulated problem along the time horizon. This enables us to derive a variant of the Riccati recursion using dynamic programming to solve each subproblem in parallel. Numerical benchmarks on two real-world applications demonstrate as much as a 5x speedup compared to existing related approaches on multi-core CPU hardware.</description>
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