A Second-order Gradient Method for Determining Optimal Trajectories of Non-linear Discrete-time Systems
作者： DAVID MAYNE
DOI: 10.1080/00207176608921369
关键词: Mathematical optimization 、 Mathematics 、 Differential dynamic programming 、 Algebraic Riccati equation 、 Gradient method 、 Nonlinear system 、 Discrete time and continuous time 、 Differential equation 、 Multivariable calculus 、 Applied mathematics 、 Linear system
摘要: … Equation (14) is the optimal incremental control law for time k. Note that Su, as given by (14) may be too large given that terms up to second order only have been used ; we will discuss …
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