Differential dynamic programming: Difference between revisions

Revision as of 23:09, 27 February 2012

Revision as of 23:10, 27 February 2012

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</math>

Recursively computing the local quadratic models of <math>V(i)</math> and the control modifications <math>\{\mathbf{k}(i),\mathbf{K}(i)\}</math>, from <math>i=N-1</math> down to <math>i=1</math>, constitutes the backward pass. As above, the Value is initialized with <math>V(\mathbf{x},N)\equiv \ell_f(\mathbf{x}_N)</math>. Once itthe backward pass is completed, a forward pass computes a new trajectory:

:<math>