Jacobson
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Ares’ Jacobson Slams ‘Disconnect’ Over Private Credit Headlines
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Global Convergence of a Line-Search Filter Differential Dynamic Programming Method
Announce Type: cross Abstract: In this article, we establish the global convergence properties of the FilterDDP algorithm, which extends the discrete-time differential dynamic programming (DDP) algorithm of Mayne and Jacobson [\emph{International Journal of Control}, 3, (1966), pp. 85-95] to handle nonlinear constraints over states and controls, in addition to the dynamics. FilterDDP adopts a line-search filter procedure for step acceptance.
Just 5 minutes of prayer could have surprising health benefits, study finds
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