dorsal/arxiv
View SchemaOn the Identification of Latent Objectives in Stochastic Control
| Authors | Yumiharu Nakano |
|---|---|
| Categories | |
| ArXiv ID | 2601.09210vv1 |
| URL | https://arxiv.org/abs/2601.09210 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
We propose a variational formulation of an inverse problem in continuous-time stochastic control, aimed at identifying control costs consistent with a given distribution over trajectories. The formulation is based on minimizing the suboptimality gap of observed behavior. We establish a connection between the inverse problem and a generalized dynamic Schr\"odinger problem, showing that their optimal values coincide. This result links inverse stochastic control with stochastic optimal transport, offering a new conceptual viewpoint on inverse inference in controlled diffusions.
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"abstract": "We propose a variational formulation of an inverse problem in continuous-time stochastic control, aimed at identifying control costs consistent with a given distribution over trajectories. The formulation is based on minimizing the suboptimality gap of observed behavior. We establish a connection between the inverse problem and a generalized dynamic Schr\\\"odinger problem, showing that their optimal values coincide. This result links inverse stochastic control with stochastic optimal transport, offering a new conceptual viewpoint on inverse inference in controlled diffusions.",
"arxiv_id": "2601.09210",
"authors": [
"Yumiharu Nakano"
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"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "On the Identification of Latent Objectives in Stochastic Control",
"url": "https://arxiv.org/abs/2601.09210",
"version": "v1"
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