Nonlinear Stochastic Control and Information Theoretic Dualities: Connections, Interdependencies and Thermodynamic Interpretations
In this paper, we present connections between recent developments on the linearly-solvable stochastic optimal control framework with early work in control theory based on the fundamental dualities between free energy and relative entropy. We extend these connections to nonlinear stochastic systems w...
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| Format: | Article |
| Language: | English |
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MDPI AG
2015-05-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/17/5/3352 |