cs.LG updates on arXiv.org
・arXiv:2411.01982v2 Announce Type: replace-cross Abstract: We study the problem of learning controlled stochastic differential equations (SDEs) \[ dX_t = b(t,X_t,u_t)\,dt + \sigma(t,X_t,u_t)\,dW_t, \] whose drift and diffusion depend nonlinearly on time, state, and control values.
・From trajectory data, we aim to estimate coefficients whose induced density flows reproduce those of the observed dynamics.
・The data consis