Differential Dynamic Programming - A Unified Approach to the Optimization of Dynamic Systems.

Abstract

Several exact expressions for the change in cost, delta, due to a change in control are derived. These expressions are shown to play a central role in control theory and computation, in that they facilitate the derivation, not only of optimization algorithms, employing strong variations in control (the differential dynamic programming algorithms), but also of conditions of optimality. The expressions are particularly useful for deducing, under suitable conditions, sufficiency of the minimum principle for (local) optimality. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1971
Accession Number
AD0732008

Entities

People

  • D. Q. Mayne

Organizations

  • Harvard University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computational Complexity
  • Computations
  • Computer Programming
  • Control Theory
  • Dynamic Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematical Analysis
  • Mathematical Programming
  • Mathematics
  • Optimization

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.