A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
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Publication:1937080
DOI10.1007/s10957-012-0039-0zbMath1260.49044MaRDI QIDQ1937080
Ryan P. Russell, Gregory Lantoine
Publication date: 11 February 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0039-0
optimal control; nonlinear optimization; augmented Lagrangian; large-scale problem; trust region; differential dynamic programming
90C06: Large-scale problems in mathematical programming
90C20: Quadratic programming
49L20: Dynamic programming in optimal control and differential games
90C39: Dynamic programming
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