Risk Sensitive Path Integral Control

Details Risk Sensitive Path Integral Control Risk Sensitive Path Integral Control

2012-03-15

arxiv.org/abs/1203.3523v1

Computer Science

Systems and Control

Appears in Proceedings of the Twenty-Sixth Conference on Uncertainty in Artificial Intelligence (UAI2010)

Scientific paper

Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go. In this paper we show that under the same assumptions, path integral methods generalize directly to risk sensitive stochastic optimal control. Here the method minimizes in expectation an exponentially weighted cost-to-go. Depending on the exponential weight, risk seeking or risk averse behaviour is obtained. We demonstrate the approach on risk sensitive stochastic optimal control problems beyond the linear-quadratic case, showing the intricate interaction of multi-modal control with risk sensitivity.

Affiliated with

Also associated with

No associations

Rating

Risk Sensitive Path Integral Control 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 Risk Sensitive Path Integral Control, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Risk Sensitive Path Integral Control will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-32377