We address the role of noise and the issue of efficient computation in
stochastic optimal control problems. We consider a class of non-linear control
problems that can be formulated as a path integral and where the noise plays
the role of temperature. The path integral displays symmetry breaking and there
exist a critical noise value that separates regimes where optimal control
yields qualitatively different solutions. The path integral can be computed
efficiently by Monte Carlo integration or by Laplace approximation, and can
therefore be used to solve high dimensional stochastic control problems.Comment: 5 pages, 3 figures. Accepted to PR