提出新算法PI-VM,高效求解随机最优控制问题。
Path Integral Value Matching for Linear Quadratic Stochastic Optimal Control
- 用路径积分方法重构价值函数,实现递归更新
- 低维场景效率提升10倍,高维避免模式崩溃
- 支持离线训练,适合复杂动态系统控制
线性二次随机最优控制(LQ-SOC)是操控噪声动力系统的基础框架,近年在机器学习领域受到关注。现有基于策略的方法因依赖完整轨迹模拟,存在计算成本高和不稳定的缺陷。本文通过重审路径积分控制(PIC),发现截断并边缘化路径积分可导出时序递归的价值函数形式。基于此理论,提出路径积分价值匹配(PI-VM)算法:采用时序差分学习逼近递归价值动态,并结合吉尔萨诺夫定理与经验回放实现离线策略训练。在多个SOC基准与采样任务上对比当前最优的策略方法,结果表明:在低维场景中,PI-VM以数量级的效率优势达到同等精度;在高维场景中有效缓解模式崩溃。因此,PI-VM为解决复杂随机最优控制问题提供了可扩展方案。
原文摘要 · Abstract (English)
Linear Quadratic Stochastic Optimal Control (LQ-SOC) establishes a fundamental framework for steering noisy dynamical systems and has recently gained renewed interest in the machine learning community. However, current state-of-the-art policy-based methods suffer from prohibitive computational costs and instability due to their heavy reliance on full-trajectory simulation. To overcome these limitations, we propose a paradigm shift toward a value-based approach by revisiting Path Integral Control (PIC). Although standard PIC suffers from the same high-variance bottleneck as policy-based methods, we discover that by truncating and marginalizing the original path integral formulation, we can derive a temporal recursive form of the value function. Building upon this theoretical foundation, we propose the Path Integral Value Matching (PI-VM) algorithm. Specifically, we employ temporal-difference learning to approximate the recursive value dynamics, and further integrate the Girsanov theorem with experience replay to enable off-policy training. We benchmark PI-VM against SOTA policy-based methods across various SOC benchmarks and sampling tasks. Empirical results demonstrate that PI-VM matches SOTA precision with an order-of-magnitude efficiency gain in low-dimensional settings, while effectively mitigating mode collapse in high-dimensional scenarios. Consequently, PI-VM offers a scalable solution for solving complex SOC problems.
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