Sequential rank-one/rank-two updates for quasi-newton differential dynamic programming

DOI10.1002/oca.4660110109zbMath0693.49015OpenAlexW2082165102WikidataQ126238412 ScholiaQ126238412MaRDI QIDQ3468222

No author found.

Publication date: 1990

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660110109

zbMATH Keywords

quasi-Newton methodsdiscrete-time optimal controldifferential dynamic programmingsequential rank-one/rank-two updatesymmetric Broyden update

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15)

Related Items (1)

Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control

Cites Work

• Computational aspects of discrete-time optimal control

This page was built for publication: Sequential rank-one/rank-two updates for quasi-newton differential dynamic programming