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Differential dynamic programming (DDP) is an optimal control algorithm of the trajectory optimization class. The algorithm was introduced in 1966 by Mayne and subsequently analysed in Jacobson and Mayne's eponymous book. The algorithm uses locally-quadratic models of the dynamics and cost functions, and displays quadratic convergence. It is closely related to Pantoja's step-wise Newton's method. == Finite-horizon discrete-time problems == The dynamics describe the evolution of the state given the control from time to time . The ''total cost'' is the sum of running costs and final cost , incurred when starting from state and applying the control sequence until the horizon is reached: : where , and the for are given by . The solution of the optimal control problem is the minimizing control sequence ''Trajectory optimization'' means finding for a particular , rather than for all possible initial states. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Differential dynamic programming」の詳細全文を読む スポンサード リンク
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