Stochastic Optimal Control

Latest papers 90

12 papers in the last four weeks, up 33% on the four weeks before. 0.1% of all new papers.

Logarithmic Regret via Passive Change Detection in Piecewise-Stationary Self-Tuning Regulation
Oct 7, 2026A. Ch. Madhusudanarao, Rahul SinghAdaptive Control Dynamic Regret Minimization
Department of Computer Science and Automation Indian Institute of Science, Bengaluru, India · Laboratoire de Recherche de l’EPITA, Paris, France
Transition Path Sampling Using Koopman Operators and Exit-Time Optimal Control
Oct 7, 2026Boya Hou, Shane Wang, Siddharth Ambekar +2Stochastic Optimal Control Optimal Control
University of Illinois Urbana-Champaign
Adjoint-Based Calibration and Optimal Control of Stochastic Multiscale Bioprocess Digital Twins
Oct 7, 2026Keilung Choy, Wei XieDigital Twins Model Calibration
Northeastern University
CACFG: Curvature-Aware Classifier-Free Guidance and Optimal Control
Oct 5, 2026Max Collins, Dasith de Silva Edirimuni, Jordan Vice +2Diffusion Model Guidance Classifier-Free Guidance
School of Physics, Maths and Computing The University of Western Australia Perth, WA 6009
Amortized Score-Hamiltonian Policy Iteration: A Grid-Free Scheme for Relaxed Stochastic Control Problems
Oct 3, 2026Qi Feng, Gu WangStochastic Optimal Control Policy Iteration
Department of Mathematics, Florida State University, Tallahassee, 32306 · Department of Mathematical Sciences, Worcester Polytechnic Institute, Worcester, MA 01609
Cost-augmented Schrödinger bridges on graphs are exactly solvable: a Feynman-Kac tilt replaces learned control
Oct 1, 2026Akshay BalsubramaniStochastic Optimal Control Schrödinger Bridges
Unified Optimality Conditions for Stochastic Optimal Control in the Rough Path and Itô Frameworks
Sep 29, 2026Thomas LewStochastic Differential Equations Stochastic Optimal Control
Toyota Research Institute
Sharp Critical Minimax Laws and No-Learning Thresholds in Continuous-Time Adaptive Control
Sep 27, 2026Chen JiaAdaptive Control Stochastic Optimal Control
The Risk-Sensitive Schrödinger Bridge: Is Not a KL Projection
Sep 23, 2026Hamidreza BehjooSchrödinger Bridges Stochastic Optimal Control
Higher-Order Approximation of Exit Functionals in Sampling-Based Stochastic Model Predictive Control
Sep 21, 2026Sashank Modali, Takashi TanakaSafety-Critical Control Stochastic Optimal Control
School of Aeronautics and Astronautics, Purdue University, IN 47906
Scenario MPC with STL Specifications and Pareto-Based Feasibility Repair
Sep 20, 2026Tianhao Wu, Yiwei LyuModel Predictive Control Multi-Agent Control
Department of Computer Science and Engineering, Texas A&M University
Learning to Solve Stochastic Controls with Unknown Drifts and Running Rewards: Theory, Algorithms and Convergence
Sep 14, 2026Jin Ma, Gaozhan Wang, Jianfeng Zhang +1Reinforcement Learning Stochastic Optimal Control
Department of Mathematics, University of Southern California, Los Angeles, CA 90089 · Department of Industrial Engineering and Operations Research, Columbia University, New York, NY 10027
On the Equivalence of Stochastic Control and Path Space Formulations for Schrödinger Bridges over Compact Connected Lie Groups
Sep 12, 2026Hamza Mahmood, Georgiy A. Bondar, Abhishek Halder +1Schrödinger Bridges Stochastic Optimal Control
Dept. of Mechanical & Industrial Engineering at the New Jersey Institute of Technology, Newark, NJ 07102, USA · Department of Applied Mathematics at the University of California at Santa Cruz, CA, 95064, USA · Dept. of Aerospace Engineering at Iowa State University, Ames, IA 50011, USA
Distributed Stochastic Optimal Control for Pattern-Oriented Swarms
Sep 11, 2026Qingrui Zhang, Chenghao Yu, Feng Xue +1Multi-Robot Formation Control Swarm Robotics
School of Aeronautics and Astronautics, Shenzhen Campus of Sun Yat-sen University, Shenzhen 518107, P.R. China
Linear Exponential Quadratic Gaussian Covariance Steering
Sep 11, 2026Chiran B. Cherian, Yasemin Isik, Abhishek HalderStochastic Optimal Control Schrödinger Bridges
Department of Aerospace Engineering, Iowa State University, Ames, IA 50011, USA · Department of Mathematics, Iowa State University, Ames, IA 50011, USA
Ergodic Control and Controlled Diffusion for Robot Learning: Review and Tutorial
Sep 9, 2026Max Muchen Sun, Cem Bilaloglu, Ananya Rao +6Robot Learning Stochastic Optimal Control
Northwestern University · Idiap Research Institute · Carnegie Mellon University +4
Conditioning Degenerate Diffusion Models
Sep 3, 2026Uğur Aydın, Tamer BaşarDiffusion Model Guidance Stochastic Optimal Control
Department of Electrical and Computer Engineering and Coordinated Science Laboratory University of Illinois Urbana Champaign Illinois, IL 61801, USA
Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation
Aug 19, 2026Samer El Boustany, Théo Basseras, Samy Mekkaoui +3Financial Time Series Stochastic Optimal Control
Murex SAS · École Polytechnique · BNP-PAR and Ecole Polytechnique
Concentrated Liquidity Provision: a Reinforcement Learning Perspective
Aug 19, 2026Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos +2Decentralized Finance Algorithmic Trading
University of Oxford Oxford, UK
Continuous-Time Reinforcement Learning for Controlled Hawkes Jump-Diffusions
Aug 19, 2026Tomasz R. Bielecki, Thibaut Mastrolia, Haoze YanStochastic Optimal Control Continuous-Time RL
Hinsdale, Illinois, USA · UC Berkeley, Department of Industrial Engineering and Operations Research, USA
Self-supervised In-context Operator Learning for Stochastic Mean-Field Control
Aug 18, 2026Suyi Gao, Mo Zhou, Rongjie LaiOperator Learning Neural Operators
Department of Mathematics, Purdue University, West Lafayette, USA · Department of Mathematics, University of California, Los Angeles, USA
Stochastic Control Policies for Robust Molecular Transition Path Sampling
Aug 13, 2026Jingqian Liu, Yu-Hsiang Wang, Yanru Qu +1Stochastic Optimal Control Molecular Dynamics Simulation
Siebel School of Computing and Data Science, University of Illinois Urbana–Champaign · Department of Electrical and Computer Engineering, University of Illinois Urbana–Champaign
Joint Communication-Control Strategy Optimization with Partially Nested Information Structures: The Linear-Quadratic Case
Aug 13, 2026Haoyi You, Kaiqing ZhangStochastic Optimal Control
University of Maryland, College Park, MD, USA, 20742.
Threshold Structure of Optimal Policies in Restart POMDPs
Aug 11, 2026Konstantin Avrachenkov, Alexey Piunovskiy, Yi ZhangSequential Decision Making Stochastic Optimal Control
Inria, France · Department of Mathematical Sciences, University of Liverpool, UK · School of Mathematics, University of Birmingham, UK
Path Integral Value Matching for Linear Quadratic Stochastic Optimal Control
Aug 11, 2026Bangyan Liao, Chenglei Yu, Yuchen Yang +4Stochastic Optimal Control
Westlake University School of Engineering
Robust Control under Stationary Ambiguity
Aug 5, 2026Konrad J. Mueller, Amira Akkari, Ben Wood +1Stochastic Optimal Control Robust Control
1Imperial College London · 2JPMorgan Chase & Co.† · University of St. Gallen
Stochastic Multiple Shooting Trajectory Optimization via Sequential Local Policy Evaluation
Aug 4, 2026Ashwin Gupta, Joseph MooreTrajectory Optimization Stochastic Optimal Control
Johns Hopkins University Whiting School of Engineering
Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints
Aug 2, 2026Francesco Cordiano, Kanghui He, Bart De SchutterChance-Constrained Optimization Markov Decision Processes
Delft Center for Systems and Control, Delft University of Technology, 2628 CD, Delft, The Netherlands · Department of Engineering Science, University of Oxford, OX1 3PJ Oxford, U.K.
Strategies for Milestone-driven Start-ups in Multi-activity Settings
Jul 30, 2026Zhengli WangStochastic Optimal Control Decision-Making under Uncertainty
Faculty of Business & Economics, the University of Hong Kong
Trajectory-Regularized Stochastic Optimal Control via KL Divergence
Jul 24, 2026Mintae Kim, Koushil SreenathStochastic Optimal Control
Hybrid Robotics, UC Berkeley, CA 94720, USA

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Logarithmic Regret via Passive Change Detection in Piecewise-Stationary Self-Tuning Regulation

A. Ch. Madhusudanarao, Rahul Singh

Department of Computer Science and Automation Indian Institute of Science, Bengaluru, India · Laboratoire de Recherche de l’EPITA, Paris, France

Adaptive Control Dynamic Regret Minimization Stochastic Optimal Control Change-Point Detection

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We study minimum-variance control of an unknown autoregressive system with exogenous inputs and coefficients that change at unknown times. Under bounded independent disturbances, fixed detection gaps, stability and feasibility conditions, and sufficient time between changes, we prove

O((C+1)\log((T+1)/δ))

regret with probability at least

1-δ

, where

T

is the horizon and

C

the number of changes. Unlike switching bandits, where unselected arms can change unobserved, admissible plant changes provide information during exploitation: the correct feasible controller leaves only the disturbance in the output, whereas a detectable change raises output energy under the old controller. PIECE-CD explores initially and after alarms, then uses gated recursive least squares for control. Its energy test compares windowed output power with a threshold above the noise floor; the extension to unstable controller mismatches also monitors the reference controller's input proposal. We control false alarms across the horizon and prove logarithmic detection delay. Inputs are clipped to prescribed bounds. Logarithmic regret also holds under an explicit condition ensuring that clipping becomes inactive after a finite burn-in. Under the stated feasibility conditions, the extended detector covers destabilizing changes with detectable excess energy over a fixed window.