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Differential dynamic programming

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…

Products, Regularization and line-search & Dynamic programming

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Regularization and line-search

Newton's methodRegularizationLine-searchPositive definite
4 related topics

Dynamic programming

Dynamic programming principleBellman equation
2 related topics

Monte Carlo version

Boltzmann distributionMultidimensional normal distribution
2 related topics

Finite-horizon discrete-time problems

Eq. 1
1 related topics

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Finite-horizon discrete-time problems

  • Eq. 1 Differential dynamic programming

Dynamic programming

Regularization and line-search

Monte Carlo version

Constrained problems

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Differential dynamic programming

Nodes21
Edges20
Triples19
Avg. degree1.9
Density0.095238
Components1

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Differential dynamic programming

Top relations

related to Monte Carlo version · 9
Differential dynamic programming → Boltzmann, DDP, It, Monte Carlo, Path Integral Policy Improvement, SaDDP, Sampled, The, This
related to Regularization and line-search · 7
Differential dynamic programming → DDP, Differential, Eq, It, Line-search, Newton's, Regularization
related to Constrained problems · 3
Differential dynamic programming → DDP, Interior Point Differential, IPDDP

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Important terminology

displaystyle control mathbf dynamic programming differential ddp optimal algorithm quadratic equiv trajectory method regularization line-search sequence backward pass cost convergence

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Differential dynamic programmingrelated to Constrained problemsInterior Point Differential0.60section
Differential dynamic programmingrelated to Constrained problemsIPDDP0.60section
Differential dynamic programmingrelated to Constrained problemsDDP0.60section
Differential dynamic programmingrelated to Monte Carlo versionSampled0.60section
Differential dynamic programmingrelated to Monte Carlo versionSaDDP0.60section
Differential dynamic programmingrelated to Monte Carlo versionMonte Carlo0.60section
Differential dynamic programmingrelated to Monte Carlo versionIt0.60section
Differential dynamic programmingrelated to Monte Carlo versionBoltzmann0.60section
Differential dynamic programmingrelated to Monte Carlo versionThis0.60section
Differential dynamic programmingrelated to Monte Carlo versionDDP0.60section
Differential dynamic programmingrelated to Monte Carlo versionThe0.60section
Differential dynamic programmingrelated to Monte Carlo versionPath Integral Policy Improvement0.60section

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