Robust Differential Dynamic Programming

Autor: Gramlich, Dennis, Scherer, Carsten W., Ebenbauer, Christian
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, including algorithms for stochastic dynamics or state and input constraints. In this contribution, we develop a robust version of Differential Dynamic Programming that uses generalized plants and multiplier relaxations for uncertainties. To this end, we study a version of the Bellman principle and use convex relaxations to account for uncertainties in the dynamic program. The resulting algorithm can be seen as a robust trajectory generation tool for nonlinear systems.
Comment: submitted to IEEE Conference on Decision and Control, 2022
Databáze: arXiv