A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control

DOI10.1016/0005-1098(87)90031-8zbMath0627.93021OpenAlexW2007971149MaRDI QIDQ1092853

Suvrajeet Sen, Sidney Yakowitz

Publication date: 1987

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(87)90031-8

zbMATH Keywords

global convergencediscrete-time optimal control problemssuperlinear convergence ratequasi-Newton differential dynamic programming algorithm

Mathematics Subject Classification ID

Related Items (1)

Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control

Cites Work

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• Computational aspects of discrete-time optimal control
• Differential dynamic programming and Newton's method for discrete optimal control problems
• Convergence rate analysis of the state increment dynamic programming method
• The application of optimal control methodology to nonlinear programming problems
• A new approach to differential dynamic programming for discrete time systems

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