arXiv:2506. 08121v2 Announce Type: replace-cross Abstract: We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics.
By Qi Feng, Gu Wang
arXiv:2606. 15359v1 Announce Type: new Abstract: Diffusion models have emerged as powerful tools for planning and control by learning multimodal distributions over actions and trajectories.
By Paolo Giaretta, Zeyang Li, Navid Azizan
arXiv:2601. 08136v2 Announce Type: replace Abstract: Diffusion and flow policies are gaining prominence in online reinforcement learning (RL) due to their expressive power, yet training them efficiently remains a critical challenge.
By Zeyang Li, Sunbochen Tang, Navid Azizan
arXiv:2511. 06239v2 Announce Type: replace-cross Abstract: Learning-based methods for sampling from the Gibbs distribution in finite-dimensional spaces have progressed quickly, yet theory and algorithmic design for infinite-dimensional function spaces remain limited.
By Byoungwoo Park, Juho Lee, Guan-Horng Liu
arXiv:2603. 20467v2 Announce Type: replace-cross Abstract: Stochastic differential equations (SDEs), which serve as the governing equations for dynamical systems in a broad range of applications, can become cost-prohibitive for numerical simulation at scales necessary for quantifying key properties.
By Joanna Zou, Han Cheng Lie, Youssef Marzouk
arXiv:2602. 05533v3 Announce Type: replace Abstract: We study conditional generation in diffusion models under hard constraints, where generated samples must satisfy prescribed events with probability one.
By Zhengyi Guo, Wenpin Tang, Renyuan Xu
arXiv:2608. 03001v1 Announce Type: cross Abstract: Unit excitation (UE) is a common assumption in stochastic saddle avoidance: the stochastic error must have a uniformly positive component along every direction, in expectation.
By Junwen Qiu, Bohao Ma, Andre Milzarek, Junyu Zhang
arXiv:2608. 10777v1 Announce Type: new Abstract: 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.
By Bangyan Liao, Chenglei Yu, Yuchen Yang, Chuanrui Wang, Zhisheng Song, Peidong Liu, Tailin Wu
arXiv:2604. 13213v2 Announce Type: replace-cross Abstract: Rare events such as conformational changes in biomolecules, phase transitions, and chemical reactions are central to the behavior of many physical systems, yet they are extremely difficult to study computationally because unbiased simulations seldom produce them.
By Yuanqi Du, Jiajun He, Dinghuai Zhang, Eric Vanden-Eijnden, Carles Domingo-Enrich
arXiv:2607. 22201v1 Announce Type: cross Abstract: We introduce trajectory-regularized stochastic optimal control (TRSOC), which augments standard stochastic optimal control (SOC) with a Kullback--Leibler (KL) divergence between controlled and reference trajectory distributions.
By Mintae Kim, Koushil Sreenath
arXiv:2607. 11005v1 Announce Type: cross Abstract: This paper develops a model-free reinforcement learning framework for continuous--time extended mean field control problems, where both the dynamics and reward may depend on the joint distribution of states and controls.
By Ziheng Cheng, Xin Guo, Huy\^en Pham, Yufei Zhang
arXiv:2608. 03562v1 Announce Type: new Abstract: Reinforcement learning (RL) with general utility extends classic RL by optimizing an arbitrary utility functional of the policy-induced occupancy measure, thereby enabling a broader range of applications.
By Zixuan Liu, Fangzheng Wu, Brian Summa, Zizhan Zheng