Optimal-Horizon Model Predictive Control with Differential Dynamic Programming
Kyle Stachowicz,Evangelos A. Theodorou,Kyle Stachowicz,Evangelos A. Theodorou
We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step convergence for linear, quadratic, time-invariant problems and is fast enough for real-time nonlinear model-predictive control. We show derivations for the nonlinear ...
