Differential dynamic programming: Difference between revisions

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'''Differential Dynamic Programming''' (DDP) is a second-order iterative algorithm of [[trajectory optimization]]. The algorithm was was introduced by Jacobson and Mayne<ref>{{cite book|last=Mayne|first= David H. and Jacobson, David Q.|title=Differential dynamic programming|year=1970|publisher=American Elsevier Pub. Co.|___location=New York|isbn=0444000704|url=http://books.google.com/books/about/Differential_dynamic_programming.html?id=tA-oAAAAIAAJ}}</ref>. The algorithm uses locally-quadratic models of a dynamics function <math>f(\mathbf{x},u)</math>

== Section ==

Given a fixed initial state <math>x_0</math>, DDP finds a locally-optimal control sequence <math>U=\{u_i\}_{i=1}^N</math>.