Differential Dynamic Programming |
Contents
with Control Inequality Constraints | 11 |
New Algorithms for the Solution of a Class | 21 |
References | 70 |
Copyright | |
5 other sections not shown
Common terms and phrases
assume B₁ bang-bang control Bellman boundary conditions calculated Calculus of Variations Chapter continuous-time system control function control law cost function D. H. Jacobson D. Q. Mayne denote described difference equations differential dynamic programming differential equations discrete-time dx(t Equa error estimate f(x+dx First-Order Algorithm given by Equation initial condition integration interval Lagrange multiplier linear LQP problem McReynolds and Bryson minimizing Mitter N₁ nominal trajectory nonlinear nonoptimal obtained open-loop control optimal control optimal control problems optimal cost optimal trajectory parameters positive-definite random variables reduction in cost Riccati equation S. E. Dreyfus satisfied second-order algorithm sequence side of Equation solution stochastic Sufficient conditions sufficiently small switch t₁ t₂ teff tion ū+du u₁ Univ unspecified arguments V₁ V₂ Vxx fx Vxxdx x₁ Xi+1 yields zero δι δχ นน