A Globally Convergent and Efficient Method for Unconstrained Discrete-Time Optimal Control

摘要: Shift schemes are commonly used in non-convex situations when solving unconstrained discrete-time optimal control problems by the differential dynamic programming (DDP) method. However, existing shift inefficient becomes too large. In this paper, a new method of combining DDP with scheme and steepest descent is proposed to cope situations. Under certain assumptions, globally convergent has q-quadratic local conve rgence. Extensive numerical experiments on many test literature reported. These results illustrate robustness efficiency