Differential dynamic programming: Difference between revisions

Revision as of 15:01, 28 January 2016

Revision as of 11:36, 27 September 2016

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| year = 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=0-444-00070-4|url=httphttps://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

| issn = 0020-7179