3 papers
cs.LG2026
The Effect of Stochasticity in Score-Based Diffusion Sampling: a KL Divergence Analysis
Bernardo P. Schaeffer, Ricardo M. S. Rosa, Glauco Valle
Sampling in score-based diffusion models can be performed by solving either a reverse-time stochastic differential equation (SDE) parameterized by an arbitrary stochasticity functi…
math.OC2025
Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
Anderson O. Calixto, Bernardo Freitas Paulo da Costa, Glauco Valle
We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical fra…
math.OC2025
Stochastic Optimal Control with Control-Dependent Diffusion and State Constraints: A Degenerate Elliptic Approach
Anderson O. Calixto, Bernardo Freitas Paulo da Costa, Glauco Valle
We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-depen…