LQRax
GitHub link: https://github.com/MaxMSun/lqrax
LQRax is JAX-enabled continuous-time LQR solver. It is a Riccati equation solver natively written in JAX:
It accelerates numerical simulation through JAX’s scan mechanism;
It allows rapid prototyping of iterative LQR (iLQR) for nonlinear control by supporting auto-differentiation on the loss function and dynamics;
It also enables batch-based large-scale optimal control using JAX’s vmap mechanism.