Differential dynamic programming and Newton's method for discrete optimal control problems

DOI10.1007/BF00934463zbMath0518.49020MaRDI QIDQ1053982

Sidney Yakowitz, Daniel M. Murray

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Newton's methodnonlinear dynamicsquadratic convergencedifferential dynamic programmingdiscrete-time, unconstrained optimal control problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Mathematical programming (90C99)

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Cites Work

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• Principles and procedures of numerical analysis
• Convergence rate analysis of the state increment dynamic programming method
• The application of optimal control methodology to nonlinear programming problems
• A new approach to differential dynamic programming for discrete time systems
• A Maximum Principle of the Pontryagin Type for Systems Described by Nonlinear Difference Equations

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