Applied Optimal Control(08）- Numerical Methods for Optimal Control (Shooting/Collocation/DDP)

Keypoints:

• HJB solutions
• Indirect methods
  • Indirect shooting
  • Indirect multiple shooting
  • Indirect transcription
• Direct methods
  • Direct shooting
  • Direct multiple shooting
  • DDP (Differential Dynamic Programming)

Based on the lecture notes by Dr. Marin Kobilarov on “Applied Optimal Control (2021 Fall) at Johns Hopkins University