Differential dynamic programming (DDP) is an optimal control algorithm of the trajectory optimization class. The algorithm was introduced in 1966 by Mayne and subsequently analysed in Jacobson and Mayne’s eponymous book. The algorithm uses locally-quadratic models of the dynamics and cost functions, and displays quadratic convergence. It is closely related to Pantoja’s step-wise Newton’s method.1

Implementation

  • Control Toolbox2
  • Crocoddyl3
  • MJPC4
  • OCS2 Toolbox5

  1. https://en.wikipedia.org/wiki/Differential_dynamic_programming ↩

  2. https://github.com/ethz-adrl/control-toolbox ↩

  3. https://github.com/loco-3d/crocoddyl ↩

  4. https://github.com/deepmind/mujoco_mpc ↩

  5. https://github.com/leggedrobotics/ocs2 ↩