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In this paper we develop a Model Predictive Path Integral (MPPI) controlalgorithm based on a generalized importance sampling scheme and performparallel optimization via sampling using a Graphics Processing Unit (GPU). Theproposed generalized importance sampling scheme allows for changes in the driftand diffusion terms of stochastic diffusion processes and plays a significantrole in the performance of the model predictive control algorithm. We comparethe proposed algorithm in simulation with a model predictive control version ofdifferential dynamic programming.

Model Predictive Path Integral Control using Covariance Variable Importance Sampling