A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
DOI10.1007/s10957-012-0039-0zbMath1260.49044OpenAlexW2049105993MaRDI QIDQ1937080
Ryan P. Russell, Gregory Lantoine
Publication date: 11 February 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0039-0
optimal controlnonlinear optimizationaugmented Lagrangianlarge-scale problemtrust regiondifferential dynamic programming
Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39)
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