title: Path integral control and state-dependent feedback.
abstract: 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.
authors: Department of Neurophysics, Donders Institute for Neuroscience, Radboud University, Nijmegen, The Netherlands.
authors: Sep
authors: S
authors: Thijssen
authors: Department of Neurophysics, Donders Institute for Neuroscience, Radboud University, Nijmegen, The Netherlands.
authors: H J
authors: HJ
authors: Kappen
mesh_terms: D005246:Feedback; D008962:Models, Theoretical