Stochastic Optimal Control Matching

arXiv:2312.02027v3 Announce Type: replace-cross
Abstract: Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence. Our work introduces Stochastic Optimal Control Matching (SOCM), a novel Iterative Diffusion Optimization (IDO) technique for stochastic optimal control that stems from the same philosophy as the conditional score matching loss for diffusion models. That is, the control is learned via a least squares problem by trying to fit a matching vector …

arxiv control cs.lg cs.na math.na math.oc math.pr stat.ml stochastic type