Differential dynamic programming: Difference between revisions

Revision as of 04:27, 4 March 2012

Revision as of 04:36, 4 March 2012

Line 9:

| journal = Int J Control

| date = 1966

| doi = 10.1080/00207176608921369

}}</ref> and subsequently analysed in Jacobson and Mayne's eponymous book<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 the dynamics and cost functions, and displays [[Rate of convergence|quadratic convergence]]. It is closely related to Pantoja's step-wise Newton's method<ref>{{Cite journal

| doi = 10.1080/00207178808906114

Line 14 ⟶ 15:

| volume = 47

| issue = 5

| pages = 1539-15531539–1553

| last = de O. Pantoja

| first = J. F. A.

Line 154 ⟶ 155:

| journal = IEEE Transactions on Automatic Control

| date = 1991

| doi = 10.1109/9.86943

}}

</ref>