# Information Theoretic Model Predictive Control on Jump Diffusion Processes

arXiv: https://arxiv.org/abs/1807.06108 · HTML: https://mlsanity.com/paper/1807.06108/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Jul 2018.

## Built on by (most cited first, 1 of 1)

- [Variational Inference MPC using Tsallis Divergence](https://mlsanity.com/paper/2104.00241/) (2021)

## Abstract (arXiv)

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics with compound Poisson noise and develop an iterative model predictive control (MPC) algorithm using importance sampling. The proposed algorithm is parallelizable and when implemented on a Graphical Processing Unit (GPU) can run in real time. We test the performance of the proposed algorithm in simulation for two control tasks using a cartpole system and a quadrotor. Our simulations demonstrate improved performance of the new scheme and indicate the importance of incorporating the statistical characteristics of stochastic disturbances in the computation of the stochastic optimal control policies.