Differential dynamic programming and Newton's method
- 1 May 1988
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 47 (5) , 1539-1553
- https://doi.org/10.1080/00207178808906114
Abstract
A modified version of the original differential dynamic programming (DDP) algorithm for unconstrained discrete optimal control problems is described. This version, which differs from the original by a second-order term which vanishes if the dynamics are linear, is proven to be a stagewise implementation of the classical Newton's method.Keywords
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