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・ Differential and absolute ground rent
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Differential dynamic programming
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Differential dynamic programming : ウィキペディア英語版
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 related to Pantoja's step-wise Newton's method.
== Finite-horizon discrete-time problems ==
The dynamics
describe the evolution of the state \textstyle\mathbf given the control \mathbf from time i to time i+1. The ''total cost'' J_0 is the sum of running costs \textstyle\ell and final cost \ell_f, incurred when starting from state \mathbf and applying the control sequence \mathbf \equiv \_1\dots,\mathbf_\} until the horizon is reached:
:J_0(\mathbf,\mathbf)=\sum_^\ell(\mathbf_i,\mathbf_i) + \ell_f(\mathbf_N),
where \mathbf_0\equiv\mathbf, and the \mathbf_i for i>0 are given by . The solution of the optimal control problem is the minimizing control sequence
\mathbf^
*(\mathbf)\equiv \operatorname_,\mathbf).
''Trajectory optimization'' means finding \mathbf^
*(\mathbf) for a particular \mathbf, rather than for all possible initial states.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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