Min-Max Differential Dynamic Programming: Continuous and Discrete Time Formulations

JOURNAL OF GUIDANCE CONTROL AND DYNAMICS, pp. 2568-2580, 2018.

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Abstract:

In this work, the first min-max Game-Theoretic Differential Dynamic Programming (GT-DDP) algorithm in continuous time is derived. A set of backward differential equations for the value function is provided, along with its first- and second-order derivatives without assuming proximity of the initial nominal controls to the optimal controls...More

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