Differential dynamic programming and Newton's method for discrete optimal control problems

DOI10.1007/BF00934463MaRDI QIDQ1053982zbMATH OpenFDO

Authors Daniel M. Murray, S. Yakowitz

Publication date 1984

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00934463

zbMATH Keywords

differential dynamic programmingdiscrete-time, unconstrained optimal control problemsNewton's methodnonlinear dynamicsquadratic convergence

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Mathematical programming (90C99)

Cites work

• A Maximum Principle of the Pontryagin Type for Systems Described by Nonlinear Difference Equations
• A new approach to differential dynamic programming for discrete time systems
• Algorithms and computational techniques in differential dynamic programming
• Convergence rate analysis of the state increment dynamic programming method
• scientific article; zbMATH DE number 3174053 (Why is no real title available?)
• scientific article; zbMATH DE number 3325181 (Why is no real title available?)
• scientific article; zbMATH DE number 3354103 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Principles and procedures of numerical analysis
• The application of optimal control methodology to nonlinear programming problems

Cited in

(18)

• A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control
• Application of multiobjective dynamic programming to regional natural resource management
• Some efficient algorithms for unconstrained discrete-time optimal control problems
• Dynamic programming method for constrained discrete-time optimal control
• Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control
• Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations
• Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games
• On Pantoja's problem allegedly showing a distinction between differential dynamic programming and stagewise Newton methods
• Adaptive importance sampling for control and inference
• A continuous implementation of a second-variation optimal control method for space trajectory problems
• Differential dynamic programming and Newton's method
• Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints
• An introduction to trajectory optimization: how to do your own direct collocation
• Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm
• A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
• 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
• Computational aspects of discrete-time optimal control

This page was built for publication: Differential dynamic programming and Newton's method for discrete optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1053982)