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Stochastic Control through Approximate Bayesian Input Inference

2021-05-17 09:27:12
Joe Watson, Hany Abdulsamad, Rolf Findeisen, Jan Peters
arXiv_RO
     
Abstract

Optimal control under uncertainty is a prevailing challenge in control, due to the difficulty in producing tractable solutions for the stochastic optimization problem. By framing the control problem as one of input estimation, advanced approximate inference techniques can be used to handle the statistical approximations in a principled and practical manner. Analyzing the Gaussian setting, we present a solver capable of several stochastic control methods, and was found to be superior to popular baselines on nonlinear simulated tasks. We draw connections that relate this inference formulation to previous approaches for stochastic optimal control, and outline several advantages that this inference view brings due to its statistical nature.

Abstract (translated)

URL

https://arxiv.org/abs/2105.07693

PDF

https://arxiv.org/pdf/2105.07693.pdf

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