Path integral control and state-dependent feedback

被引：44
|
作者：
Thijssen, Sep [1 ]
Kappen, H. J. [1 ]
机构：
[1] Radboud Univ Nijmegen, Donders Inst Neurosci, Dept Neurophys, Nijmegen, Netherlands
来源：
PHYSICAL REVIEW E | 2015年 / 91卷 / 03期
关键词：
D O I：
10.1103/PhysRevE.91.032104
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
In this paper we address the problem of computing state-dependent feedback controls for path integral control problems. To this end we generalize the path integral control formula and utilize this to construct parametrized state-dependent feedback controllers. In addition, we show a relation between control and importance sampling: Better control, in terms of control cost, yields more efficient importance sampling, in terms of effective sample size. The optimal control provides a zero-variance estimate.
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页数：6
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