Optimal Control as a Graphical Model Inference Problem
Kappen, Hilbert J. (Radboud University) | Gomez, Vicenç (Radboud University) | Opper, Manfred (TU Berlin)
In this paper we show the identification between stochastic optimal control computation and probabilistic inference on a graphical model for certain class of control problems. We refer to these problems as Kullback-Leibler (KL) control problems. We illustrate how KL control can be used to model a multi-agent cooperative game for which optimal control can be approximated using belief propagation when exact inference is unfeasible.
Jun-8-2013
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