Differential dynamic programming: Difference between revisions

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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
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| doi = 10.23919/ECC57647.2023.10178367
| url = https://ieeexplore.ieee.org/abstract/document/10178367
}}</ref>.
 
== Regularization and line-search ==