Convergence in unconstrained discrete-time differential dynamic programming

DOI10.1109/9.86943MaRDI QIDQ3983688zbMATH OpenOpenAlexFDO

Authors Christine A. Shoemaker, Li-Zhi Liao

Publication date 27 June 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.86943

zbMATH Keywords

differential dynamic programmingstagewise Hessian matrices

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

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Cited in

(18)

• Dynamic programming method for constrained discrete-time optimal control
• Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control
• Adaptive differential dynamic programming for multiobjective optimal control
• Convergence of a reactive planning algorithm
• An efficient trust region method for unconstrained discrete-time optimal control problems
• A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
• Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games
• A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
• On Pantoja's problem allegedly showing a distinction between differential dynamic programming and stagewise Newton methods
• Convergence of trajectories in infinite horizon optimization
• Algorithms and computational techniques in differential dynamic programming
• Sequential rank-one/rank-two updates for quasi-newton differential dynamic programming
• scientific article; zbMATH DE number 4095244 (Why is no real title available?)
• Numerical trajectory optimization for stochastic mechanical systems
• Parallel processing of large scale discrete-time unconstrained differential dynamic programming
• On global and local convergence of iterative linear quadratic optimization algorithms for discrete time nonlinear control
• Iterative linear quadratic optimization for nonlinear control: differentiable programming algorithmic templates
• H^ -optimal control via game-theoretic differential dynamic programming and Gaussian processes

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