论文信息 - New second-order and first-order algorithms for determining optimal control: A differential dynamic programming approach

New second-order and first-order algorithms for determining optimal control: A differential dynamic programming approach

In this paper, the notion of differential dynamic programming is used to develop new second-order and first-order successive-approximation methods for determining optimal control.The unconstrained, nonlinear control problem is first considered, and a second-order algorithm is developed which has wider application then existing second-variation and second-order algorithms. A new first-order algorithm emerges as a special case of the second-order one. Control inequality constraints are introduced into the problem and a second-order algorithm is devised which is able to solve this constrained problem. It is believed that control constraints have not been handled previously in this way. Again, a first-order algorithm emerges as a special case. The usefulness of the second-order algorithms is illustrated by the computer solution of three control problems.The methods presented in this paper have been extended by the author to solve problems with terminal constraints and implicitly given final time. Details of these procedures are not given in this paper, but the relevant references are cited.

D. Jacobson

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