A linear theory for control of non-linear stochastic systems

Details A linear theory for control of non-linear stochastic systems A linear theory for control of non-linear stochastic systems

2004-11-11

arxiv.org/abs/physics/0411119v2

Physics

Computational Physics

5 pages, 3 figures. Accepted to PRL

Scientific paper

10.1103/PhysRevLett.95.200201

We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of non-linear control problems that can be formulated as a path integral and where the noise plays the role of temperature. The path integral displays symmetry breaking and there exist a critical noise value that separates regimes where optimal control yields qualitatively different solutions. The path integral can be computed efficiently by Monte Carlo integration or by Laplace approximation, and can therefore be used to solve high dimensional stochastic control problems.

Affiliated with

Also associated with

No associations

Rating

A linear theory for control of non-linear stochastic systems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A linear theory for control of non-linear stochastic systems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A linear theory for control of non-linear stochastic systems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-274160