analytic_ddp_solver.h

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#ifndef EXOTICA_DDP_SOLVER_ANALYTIC_DDP_SOLVER_H_
#define EXOTICA_DDP_SOLVER_ANALYTIC_DDP_SOLVER_H_

#include <exotica_ddp_solver/abstract_ddp_solver.h>
#include <exotica_ddp_solver/analytic_ddp_solver_initializer.h>
#include <unsupported/Eigen/CXX11/Tensor>

namespace exotica
{
// \brief DDP solver using the analytic expansion of the value-function Q.
//  Mayne, D. Q. (1966). "A second-order gradient method of optimizing non-linear discrete time systems".
class AnalyticDDPSolver : public AbstractDDPSolver, public Instantiable<AnalyticDDPSolverInitializer>
{
public:
    void Instantiate(const AnalyticDDPSolverInitializer& init) override;

private:
    void BackwardPass() override;

    Eigen::LLT<Eigen::MatrixXd> Quu_llt_;
};
}  // namespace exotica

#endif  // EXOTICA_DDP_SOLVER_ANALYTIC_DDP_SOLVER_H_