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.
arXiv:2602. 02250v2 Announce Type: replace-cross Abstract: Kullback-Leibler (KL) divergence regularization is widely used in reinforcement learning, but it becomes infinite under support mismatch and can degenerate in low-noise regimes.
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.
arXiv:2608. 07433v1 Announce Type: cross Abstract: Wasserstein policy gradient (WPG) updates state-conditional action laws by transport in the action space.
arXiv:2604. 08580v2 Announce Type: replace-cross Abstract: Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing a control under SDE constraints.
The paper investigates continuous‑time stochastic control problems with unknown drift and running reward functions, using an exploratory reinforcement learning framework that incorporates relaxed controls and entropy regularization. It develops policy‑iteration algorithms based on probabilistic representations of the optimal value function and its gradient, proving convergence and demonstrating performance through numerical examples. The study also extends to a special case with control‑dependent diffusion, requiring a Hessian representation.
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.
arXiv:2602. 05379v2 Announce Type: replace-cross Abstract: Effective reinforcement learning (RL) for complex stochastic systems requires leveraging historical data to improve sample efficiency and accelerate policy optimization.
arXiv:2508. 04225v4 Announce Type: replace-cross Abstract: Behavior Regularized Policy Optimization (BRPO) leverages asymmetric divergence regularization to mitigate distribution shift in offline reinforcement learning.
arXiv:2601. 18840v4 Announce Type: replace Abstract: Markov decision problems are most commonly solved via dynamic programming.
arXiv:2606. 26498v1 Announce Type: cross Abstract: This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition data are available.
arXiv:2507.06625v4 Announce Type: replace-cross Abstract: Model Predictive Control (MPC) enables reliable trajectory optimization under dynamics constraints, but often depends on accurate dynamics mo...
arXiv:2605. 26078v3 Announce Type: replace Abstract: Wasserstein policy gradient (WPG) is a policy optimization method for reinforcement learning (RL) that exploits the optimal-transport geometry of action distributions.