Back to Search
Start Over
An introduction to stochastic control theory, path integrals and reinforcement learning.
- Source :
-
AIP Conference Proceedings . 2007, Vol. 887 Issue 1, p149-181. 33p. - Publication Year :
- 2007
-
Abstract
- Control theory is a mathematical description of how to act optimally to gain future rewards. In this paper I give an introduction to deterministic and stochastic control theory and I give an overview of the possible application of control theory to the modeling of animal behavior and learning. I discuss a class of non-linear stochastic control problems that can be efficiently solved using a path integral or by MC sampling. In this control formalism the central concept of cost-to-go becomes a free energy and methods and concepts from statistical physics can be readily applied. © 2007 American Institute of Physics [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0094243X
- Volume :
- 887
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- AIP Conference Proceedings
- Publication Type :
- Conference
- Accession number :
- 24162269
- Full Text :
- https://doi.org/10.1063/1.2709596