This reposit is the implementation of iterative lqr in Python. The codes are based on the works in MATLAB by Yuval, which can be found in https://www.mathworks.com/matlabcentral/fileexchange/52069-ilqg-ddp-trajectory-optimization. Python implementation is based on numpy library
- Control-Limited Differential Dynamic Programming: https://homes.cs.washington.edu/~todorov/papers/TassaICRA14.pdf
- Synthesis and stabilization of complex behaviors through online trajectory optimization: https://ieeexplore.ieee.org/document/6386025
- Integrate with odeFun
- Inpust constraints
- State constraints (how?)