In this article, we present a generalized view on Path Integral Control (PIC) methods. PIC refers to a particular class of policy search methods that are closely tied to the setting of Linearly Solvable Optimal Control (LSOC), a restricted subclass of nonlinear Stochastic Optimal Control (SOC) problems. This class is unique in the sense that it can be solved explicitly yielding a formal optimal state trajectory distribution. In this contribution, we first review the PIC theory and discuss related algorithms tailored to policy search in general. We are able to identify a generic design strategy that relies on the existence of an optimal state trajectory distribution and finds a parametric policy by minimizing the cross-entropy between the optimal and a state trajectory distribution parametrized by a parametric stochastic policy. Inspired by this observation, we then aim to formulate a SOC problem that shares traits with the LSOC setting yet that covers a less restrictive class of problem formulations. We refer to this SOC problem as Entropy Regularized Trajectory Optimization. The problem is closely related to the Entropy Regularized Stochastic Optimal Control setting which is often addressed lately by the Reinforcement Learning (RL) community. We analyze the theoretical convergence behavior of the theoretical state trajectory distribution sequence and draw connections with stochastic search methods tailored to classic optimization problems. Finally we derive explicit updates and compare the implied Entropy Regularized PIC with earlier work in the context of both PIC and RL for derivative-free trajectory optimization.
Optimization of Path-Constrained Systems using Pseudospectral Methods applied to Aircraft Trajectory Planning∗∗This work has been partially supported by project Stochastic Optimal Control Towards Enhanced Predicatibility of Four-Dimensional Trajectories Using Weather Ensemble Prediction Forecasts Founding Entity: Eurocontrol through HALA! Research Network (SESAR-WPe, 7th FP). Reference number 10-220210-C2
