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Differential dynamic programming
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<p>Differential dynamic programming (DDP) is an <a href="/facts/Optimal_control/9SmcQHjJ">optimal control</a> algorithm of the <a href="/facts/Trajectory_optimization/cjQAMobd">trajectory optimization</a> class. The algorithm was introduced in 1966 by <a href="/facts/David_Mayne/YHM3Lnt6">Mayne</a> and subsequently analysed in Jacobson and Mayne's eponymous book. The algorithm uses locally-quadratic models of the dynamics and cost functions, and displays <a href="/facts/Rate_of_convergence/JVGuzPoS">quadratic convergence</a>. It is closely related to Pantoja's step-wise Newton's method. </p>