Mathematics – Optimization and Control
Scientific paper
2009-01-06
Mathematics
Optimization and Control
26 pages, 12 Figures; Machine Learning Journal (2012)
Scientific paper
10.1007/s10994-012-5278-7
We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and approximate inference methods can be applied to efficiently compute approximate optimal controls. We show how this KL control theory contains the path integral control method as a special case. We provide an example of a block stacking task and a multi-agent cooperative game where we demonstrate how approximate inference can be successfully applied to instances that are too complex for exact computation. We discuss the relation of the KL control approach to other inference approaches to control.
Gomez Vicenc
Kappen Bert
Opper Manfred
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