Preprint
Aug 2026
Path Integral Value Matching for Linear Quadratic Stochastic Optimal Control
Empirical results demonstrate that PI-VM matches SOTA precision with an order-of-magnitude efficiency gain in low-dimensional settings, while effectively mitigating mode collapse in high-dimensional scenarios, and offers a scalable solution for solving complex SOC problems.
Bangyan Liao, Cheng-Lei Yu, Yuchen Yang et al.
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