This brief introduces a novel differential dynamic programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely feasible- and infeasible-IPDDP algorithms, are developed using primal–dual interior-point methodology, their local quadratic convergence properties characterized. We show that the stationary points of a...

Dynamic programming is a mathematical optimization method and computer as well. In this paper, the notion of sheaf in topological spaces introduced it demonstrated that relates very well to concept dynamic programming.

The paper develops the adaptive dynamic programming toolbox (ADPT), which is a MATLAB-based software package and computationally solves optimal control problems for continuous-time control-affine systems. ADPT produces approximate feedback controls by employing technique solving Hamilton–Jacobi–Bellman equation approximately. A novel implementation method derived to optimize memory consumption ...