While stochastic optimal control, together with associate formulations like Reinforcement Learning, provides a formal approach to, amongst other, motor control, it remains computationally challenging for most practical problems. This thesis is concerned with the study of relations between stochastic optimal control and probabilistic inference. Such dualities { exempli ed by the classical Kalman Duality between the Linear-Quadratic-Gaussian control problem and the filtering problem in Linear-Gaussian dynamical systems { make it possible to exploit advances made within the separate fields. In this context, the emphasis in this work lies with utilisation of approximate inference methods for the control problem. Rather then concentrating on special cases which yield analytical inference problems, we propose a novel interpretation of stochastic optimal control in the general case in terms of minimisation of certain Kullback-Leibler divergences. Although these minimisations remain analytically intractable, we show that natural relaxations of the exact dual lead to new practical approaches. We introduce two particular general iterative methods ψ-Learning, which has global convergence guarantees and provides a unifying perspective on several previously proposed algorithms, and Posterior Policy Iteration, which allows direct application of inference methods. From these, practical algorithms for Reinforcement Learning, based on a Monte Carlo approximation to ψ-Learning, and model based stochastic optimal control, using a variational approximation of posterior policy iteration, are derived. In order to overcome the inherent limitations of parametric variational approximations, we furthermore introduce a new approach for none parametric approximate stochastic optimal control based on a reproducing kernel Hilbert space embedding of the control problem. Finally, we address the general problem of temporal optimisation, i.e., joint optimisation of controls and temporal aspects, e.g., duration, of the task. Specifically, we introduce a formulation of temporal optimisation based on a generalised form of the finite horizon problem. Importantly, we show that the generalised problem has a dual finite horizon problem of the standard form, thus bringing temporal optimisation within the reach of most commonly used algorithms. Throughout, problems from the area of motor control of robotic systems are used to evaluate the proposed methods and demonstrate their practical utility.

Smart structure control systems commonly use piezoceramic sensors or accelerometers as vibration measurement devices. These measurement devices often produce noisy and/or low-precision signals, which makes it difficult to measure small-amplitude vibrations. Laser interferometry devices pose as an alternative high-precision position measurement method, capable of nanometer-scale resolution. The aim of this research is to utilize a model-based design approach to develop and implement a real-time Linear Quadratic Gaussian (LQG) regulator for a piezoelectric actuated smart structure using a high-precision laser interferometry measurement system to suppress the excitation of vibratory modes. The analytical model of the smart structure is derived using the extended Hamilton Principle and Euler-Bernoulli beam theory, and the equations of motion for the system are constructed using the assumed-modes method. The analytical model is organized in state-space form, in which the effects of a low-pass filter and sampling of the digital control system are also accounted for. The analytical model is subsequently validated against a finite-element model in Abaqus, a lumped parameter model in Simscape Multibody, and experimental modal analysis using the physical system. A discrete-time proportional-derivative (PD) controller is designed in a heuristic fashion to serve as a baseline performance criterion for the LQG regulator. The Kalman Filter observer and Linear Quadratic Regulator (LQR) components of the LQG regulator are also derived from the state-space model. It is found that the behavior of the analytical model closely matches that of the physical system, and the performance of the LQG regulator exceeds that of the PD controller. The LQG regulator demonstrated quality estimation of the state variables of the system and further constitutes an exceptional closed-loop control system for active vibration control and disturbance rejection of the smart structure.