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In this paper we present a model predictive control algorithm designed for optimizing non-linear systems subject to complex cost criteria. The algorithm is based on a stochastic optimal control framework using a fundamental relationship between the information theoretic notions of free energy and relative entropy. The optimal controls in this setting take the form of a path integral, which we approximate using an efficient importance sampling scheme. We experimentally verify the algorithm by implementing it on a Graphics Processing Unit (GPU) and apply it to the problem of controlling a fifth-scale Auto-Rally vehicle in an aggressive driving task.
Williams et al. (Sun,) studied this question.