  We revisit three classical numerical methods for solving unconstrained
optimal control problems - multiple shooting, single shooting, and differential
dynamic programming - and examine their local convergence behaviour. In
particular, we show that all three methods converge with the same linear rate
if a Gauss-Newton (GN), or more general a Generalized Gauss-Newton (GGN),
Hessian approximation is used, which is the case in widely used implementations
such as iLQR.
