Connectionists: papers on stochastic optimal control available

[Bert Kappen]

I would like to announce the following papers that have been accepted
for publication. 

A linear theory for control of non-linear stochastic systems
H.J. Kappen

We address the role of noise and the issue of efficient computation in
stochastic optimal control problems. We consider a class of non-linear
control problems that can be formulated as a path integral and where the
noise plays the role of temperature.  The path integral displays symmetry
breaking and there exist a critical noise value that separates regimes
where optimal control yields qualitatively different solutions. The
path integral can be computed efficiently by Monte Carlo integration
or by Laplace approximation, and can therefore be used to solve high
dimensional stochastic control problems.

To appear in Physical Review Letters.
download: www.arxiv.org/physics/0411119

A longer version of the paper is 

Path integrals and symmetry breaking for optimal control theory
H.J. Kappen
To appear in Journal of Statistical Mechanics.
download: www.arxiv.org/physics/0505066

Bert Kappen             SNN           Radboud University Nijmegen
URL: www.snn.kun.nl/~bert             The Netherlands			
tel: +31 24 3614241                   fax: +31 24 3541435
B.Kappen at science.ru.nl