Maximum Entropy Differential Dynamic Programming

Oswin So,Ziyi Wang,Evangelos A. Theodorou,Oswin So,Ziyi Wang,Evangelos A. Theodorou

In this paper, we present a novel maximum entropy formulation of the Differential Dynamic Programming algorithm and derive two variants using unimodal and multimodal value functions parameterizations. By combining the maximum entropy Bellman equations with a particular approximation of the cost function, we are able to obtain a new formulation of Differential Dynamic Programming which is able to e...