Differential dynamic programming: Difference between revisions

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| year = 1966
| doi = 10.1080/00207176608921369
}}</ref> and subsequently analysed in Jacobson and Mayne's eponymous book.<ref>{{cite book|lastlast1=Mayne|firstfirst1= David H.|last2= Jacobson|first2= David Q.|title=Differential dynamic programming|year=1970|publisher=American Elsevier Pub. Co.|___location=New York|isbn=978-0-444-00070-5|url=https://books.google.com/books?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
| issn = 0020-7179
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| journal = International Journal of Control
| year = 1988
}}</ref><ref>{{Cite webjournal
| last = Liao
| first = L. Z.