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Hi Joao,
Thanks for making this available; looks like very clean code, and the multiple shooting LQR makes a lot of sense to me conceptually.
The test cases in the repo are all fairly low dimensional state spaces. Im planning on plugging this into a (modified) brax simulation with len(x)±100. Curious if you expect any trouble there. As long as its a meaningfully differentiable env with appropriately soft contact, it should 'just work' right?
If I get a test working, would you be interested in a pull request?
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