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→External links: Link to open source implementation of DDP Tags: Mobile edit Mobile web edit |
add relation to iLQR |
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The backward passes and forward passes are iterated until convergence.
If the Hessians <math>Q_{\mathbf{x}\mathbf{x}}, Q_{\mathbf{u}\mathbf{u}}, Q_{\mathbf{u}\mathbf{x}}, Q_{\mathbf{x}\mathbf{u}}</math> are replaced by their Gauss-Newton approximation, the method reduces to the iterative Linear Quadratic Regulator (iLQR)<ref>{{Cite conference
| pages = 1-7
| last = Baumgärtner
| first = K.
| title = A Unified Local Convergence Analysis of Differential Dynamic Programming, Direct Single Shooting, and Direct Multiple Shooting
| conference = 2023 European Control Conference (ECC)
| year = 2023
| doi = 10.23919/ECC57647.2023.10178367
| url = https://ieeexplore.ieee.org/abstract/document/10178367
}}</ref>.
== Regularization and line-search ==
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