, Volume 16, Issue 3-4, pp 277-301

First-order strong variation algorithms for optimal control

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This paper presents two demonstrably convergent, first-order, differential dynamic programming algorithms for the solution of optimal control problems with constraints on the control, but without constraints on the trajectory or the terminal state. The second of these algorithms can be used on more difficult problems than the first one, but it is correspondingly more complex.

Communicated by Y. C. Ho
This work was done during the tenure by E. Polak of a Senior Fellowship, awarded by the Science Research Council, at the Imperial College of Science and Technology. The authors wish to thank Mr. L. Williamson for his helpful comments.