A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory (Q1937080): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10957-012-0039-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049105993 / rank | |||
Normal rank | |||
Revision as of 22:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory |
scientific article |
Statements
A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory (English)
0 references
11 February 2013
0 references
The authors propose a variant of the differential dynamic programming algorithm for solving discrete time optimal control problems. They use a trust region approach, combined with an active set method and an augmented Lagrangian cost function. Applications of said algorithm are presented in the authors' paper [J. Optim. Theory Appl. 154, No. 2, 418--442 (2012; Zbl 1260.49045)].
0 references
optimal control
0 references
differential dynamic programming
0 references
nonlinear optimization
0 references
large-scale problem
0 references
trust region
0 references
augmented Lagrangian
0 references
