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Mathematics > Optimization and Control

Title: Generalized Maximum Entropy Differential Dynamic Programming

Abstract: We present a sampling-based trajectory optimization method derived from the maximum entropy formulation of Differential Dynamic Programming with Tsallis entropy. This method can be seen as a generalization of the legacy work with Shannon entropy, which leads to a Gaussian optimal control policy for exploration during optimization. With the Tsallis entropy, the optimal control policy takes the form of $q$-Gaussian, which further encourages exploration with its heavy-tailed shape. Moreover, in our formulation, the exploration variance, which was scaled by a fixed constant inverse temperature in the original formulation with Shannon entropy, is automatically scaled based on the value function of the trajectory. Due to this property, our algorithms can promote exploration when necessary, that is, the cost of the trajectory is high, rather than using the same scaling factor. The simulation results demonstrate the properties of the proposed algorithm described above.
Comments: 7 pages, 5 figures, This paper is for CDC 2024
Subjects: Optimization and Control (math.OC); Information Theory (cs.IT)
MSC classes: 34H05
Cite as: arXiv:2403.18130 [math.OC]
  (or arXiv:2403.18130v1 [math.OC] for this version)

Submission history

From: Yuichiro Aoyama [view email]
[v1] Tue, 26 Mar 2024 22:19:39 GMT (6075kb,D)

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