Optimal control as a graphical model inference problem
Optimal control as a graphical model inference problem
We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (in Advances in Neural Information Processing Systems, vol. 19, pp. 1369–1376, 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 …