Differential dynamic programming and Newton's method

作者: J. F. A. DE O. PANTOJA

DOI: 10.1080/00207178808906114

关键词: Dynamic programmingDifferential dynamic programmingOptimal controlMathematicsNewton's methodMathematical optimization

摘要: A modified version of the original differential dynamic programming (DDP) algorithm for unconstrained discrete optimal control problems is described. This version, which differs from b...

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