Differential dynamic programming

Differential Dynamic Programming (DDP) is a second-order iterative algorithm of trajectory optimization. The algorithm was was presented in a book by Jacobson and Mayne^[1]. Given a fixed initial state ${\displaystyle x_{0}}$, DDP finds a locally-optimal control sequence ${\displaystyle U={u_{i}}_{i}=1}$

References

1. Mayne, David H. and Jacobson, David Q. (1970). Differential dynamic programming. New York: American Elsevier Pub. Co. ISBN 0444000704.

optimal control

External links

• A Python implementation of DDP
• A MATLAB implementation of DDP