Related papers: Adaptive Diffusion Guidance via Stochastic Optimal…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
With the rapid development of text-to-vision generation diffusion models, classifier-free guidance has emerged as the most prevalent method for conditioning. However, this approach inherently requires twice as many steps for model…
The use of guidance to steer sampling toward desired outcomes has been widely explored within diffusion models, especially in applications such as image and trajectory generation. However, incorporating guidance during training remains…
Diffusion models have demonstrated remarkable capabilities in generating high-quality samples and enhancing performance across diverse domains through Classifier-Free Guidance (CFG). However, the quality of generated samples is highly…
Diffusion models have emerged as the dominant paradigm for high-quality image generation, yet their computational expense remains substantial due to iterative denoising. Classifier-Free Guidance (CFG) significantly enhances generation…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…
Accurate modeling of robot dynamics is essential for model-based control, yet remains challenging under distributional shifts and real-time constraints. In this work, we formulate system identification as an in-context meta-learning problem…
Decision-focused learning (DFL) integrates predictive modeling and optimization by training predictors to optimize the downstream decision target rather than merely minimizing prediction error. To date, existing DFL methods typically rely…
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price…
This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily convex. We focus on the connection between the general maximum…
We present a general framework for optimizing the Conditional Value-at-Risk for dynamical systems using stochastic search. The framework is capable of handling the uncertainty from the initial condition, stochastic dynamics, and uncertain…
In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…
Diffusion models have emerged as powerful generative models for graph generation, yet their use for conditional graph generation remains a fundamental challenge. In particular, guiding diffusion models on graphs under arbitrary reward…
Classifier-Free Guidance (CFG) is widely used to improve conditional fidelity in diffusion models, but its impact on sampling dynamics remains poorly understood. Prior studies, often restricted to unimodal conditional distributions or…
We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…
Controllable diffusion generation often relies on various heuristics that are seemingly disconnected without a unified understanding. We bridge this gap with Diffusion Controller (DiffCon), a unified control-theoretic view that casts…
Modeling transformations between arbitrary data distributions is a fundamental scientific challenge, arising in applications like drug discovery and evolutionary simulation. While flow matching offers a natural framework for this task, its…
This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…
Reinforcement learning with stochastic optimal control offers a promising framework for diffusion fine-tuning, where a pre-trained diffusion model is optimized to generate paths that lead to a reward-tilted distribution. While these…