Optimal Control via Combined Inference and Numerical Optimization

Daniel Layeghi,Steve Tonneau,Michael Mistry,Daniel Layeghi,Steve Tonneau,Michael Mistry

Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not have strict requirements on the objective landscape. However, sampling, the primary tool for solving such problems, tends to be much slower in computation time. We...