4 papers
Time-Reversed BSDEs for Accurate Gradient Estimation in Diffusion Models
Yuhang Mei, Amirhossein Taghvaei
There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, k…
A Time-Reversal Control Synthesis for Steering the State of Stochastic Systems
Yuhang Mei, Amirhossein Taghvaei, Ali Pakniyat
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-re…
Time-reversal solution of BSDEs in stochastic optimal control: a linear quadratic study
Yuhang Mei, Amirhossein Taghvaei
This paper addresses the numerical solution of backward stochastic differential equations (BSDEs) arising in stochastic optimal control. Specifically, we investigate two BSDEs: one…
Flow matching for stochastic linear control systems
Yuhang Mei, Mohammad Al-Jarrah, Amirhossein Taghvaei +1
This paper addresses the problem of steering an initial probability distribution to a target probability distribution through a deterministic or stochastic linear control system. O…