We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A key element lies, specifically, in the use of quadratic expansion schemes for cost functions and dynamics defined on manifolds. The obtained algorithm iteratively optimizes local approximations of the control problem, until reaching a (sub)optimal solution. On the theoretical side, we also study the conditions under which convergence is attained. Details about the behavior and implementation of our method are provided through a simulated example on T SO(3).