「LQR」:线性二次调节「DDP」:微分动态规划「LQG」:线性二次高斯分布1 有限范围 MDP在上一章中我们介绍了马尔可夫决策过程,其中最优贝尔曼公式给出了最优值函数的求解方法: V^{\pi^{*}}(s)=R(s)+\max _{a \in…
「DDP」:微分动态规划 「LQG」:线性二次高斯分布 1 有限范围 MDP 在上一章中我们介绍了马尔可夫决策过程,其中最优贝尔曼公式给出了最优值函数的求解方法:Vπ∗(s)=R(s)+maxa∈Aγ∑s′∈SPsa(s′)Vπ∗(s′) 根据最优值函数,我们还可以求解出最优策略:π∗(s)=argmaxa∈A∑s′∈SPsa(s′)V...
这里的LQG就是说,观测带了噪声,然后采用Gaussian distribution来描述。 A Discrete-Time Differential Dynamic Progra miming Algorithm with Application to Optimal Orbit Transfer NASA 地月轨道转移计算,非常经典 Convergence in Unconstrained Discrete-Time Differential Dynamic Programming 分析DDP收敛性 Optimizing ...
plancherb1/parallel-DDP Star39 Code supporting the WAFR paper "A Performance Analysis of Differential Dynamic Programming on a GPU," and the ICRA workshop follow on work deploying the algorithm onto robot hardware. gpucudagpu-accelerationdifferential-dynamic-programmingmodel-predictive-controlilqr ...
plancherb1 / parallel-DDP Star 38 Code Issues Pull requests Code supporting the WAFR paper "A Performance Analysis of Differential Dynamic Programming on a GPU," and the ICRA workshop follow on work deploying the algorithm onto robot hardware. gpu cuda gpu-acceleration differential-dynamic-progr...
motion-planning cartpole mpc control-systems nonlinear-dynamics trajectory-optimization optimal-control ddp nonlinear-optimization pendulum lqr differential-dynamic-programming guided-policy-search model-predictive-control ilqr double-catpole belief-space iterative-linear-quadratic iterative-lqr Updated Jun 16,...
motion-planning cartpole mpc control-systems nonlinear-dynamics trajectory-optimization optimal-control ddp nonlinear-optimization pendulum lqr differential-dynamic-programming guided-policy-search model-predictive-control ilqr double-catpole belief-space iterative-linear-quadratic iterative-lqr Updated Jun 16,...
One well-known variant of DDP, called an iterative linear quadratic regulator (ILQR), was proposed in [25], demonstrating its abilities in various simulations. Sequential research [26] has shown the feasibility of ILQR in simulations. In recent years, the ILQR-based MPC methods were gradually...
One well-known variant of DDP, called an iterative linear quadratic regulator (ILQR), was proposed in [25], demonstrating its abilities in various simulations. Sequential research [26] has shown the feasibility of ILQR in simulations. In recent years, the ILQR-based MPC methods were gradually...