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Generate taylored code for Differential Dynamic Programming (DDP) aka Iterative Linear Quadratic Gaussian (iLQG) solvers for finite time Optimal Control Problems (OCP)

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Hello @jgeisler0303 , thanks very much for publishing this code, it has been very useful to get a handle on DDP. I have been working for some time on a...

Hi @jgeisler0303, I just realized this DDP implementation and it looks nice work. I wonder whether there is any demo code that is fully written in C++. I am trying...