The stagewise Kuhn-Tucker condition and differential dynamic programming

The intention of this work is to describe and examine a differential dynamic programming (DDP) algorithm for constrained, discrete-time optimal control. This algorithm has performed successfully on a large-scale reservoir control problem [11]. The present paper gives conditions under which convergen...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on automatic control 1986-01, Vol.31 (1), p.25-30
1. Verfasser: Yakowitz, S.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!