{
  "annotation_id": "93372d79-2a72-4117-9ff2-bfcb3d47d5d6",
  "date_created": "2026-02-17T05:53:04.185000Z",
  "date_modified": "2026-02-17T05:53:04.185000Z",
  "file_hash": "656c0c67f237183cdc72b36179b438f6c26b308e995aedd297d4d831ec08711e",
  "private": false,
  "record": {
    "abstract": "We derive the Pontryagin maximum principle and $Q$-functions for the relaxed control of noisy rough differential equations. Our main tool is the development of a novel differentiation procedure along `spike variation\u0027 perturbations of the optimal state-control pair. We then exploit our development of the infinitesimal $Q$-function (also known as the $q$-function) to derive a policy improvement algorithm for settings with entropic cost constraints.",
    "arxiv_id": "2601.05354",
    "authors": [
      "Estepan Ashkarian",
      "Prakash Chakraborty",
      "Harsha Honnappa",
      "Samy Tindel"
    ],
    "categories": [
      "math.OC",
      "math.PR"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "title": "The Pontryagin maximum principle and $Q$-functions in rough environments",
    "url": "https://arxiv.org/abs/2601.05354",
    "version": "v1"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "013974b7-c9ec-498d-8a5b-2238e70d9a47",
    "id": "arXiv Dataset",
    "type": "Model",
    "variant": "snapshot-2026-01-17",
    "version": "0.1.0"
  },
  "user_id": 1000002
}