A DIFFERENTIAL DYNAMIC PROGRAMMING ALGORITHM FOR THE SOLUTION OF THE THREE-DIMENSIONAL OPTIMAL MISSILE AVOIDANCE

摘要

In this report a first-order differential dynamic programming algorithm (DDP) developed by Jacobson and Mayne is applied to the solution of the three-dimensional optimal missile avoidance with linearized kinematics.nA specific example is solved numerically to illustrate the efficiency of the method. The results obtained show that the first-order DDP algorithm solves the problem in a small number of iterations even for poorly guessed initial controls.