This brief introduces a novel differential dynamic programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely feasible- and infeasible-IPDDP algorithms, are developed using primal–dual interior-point methodology, their local quadratic convergence properties characterized. We show that the stationary points of a...

Dynamic programming is a mathematical optimization method and computer as well. In this paper, the notion of sheaf in topological spaces introduced it demonstrated that relates very well to concept dynamic programming.