Trust Region Constrained Measure Transport in Path Space for Stochastic Optimal Control and Inference

ArXi:2508.12511v2 Announce Type: replace Solving stochastic optimal control problems with quadratic control costs can be viewed as approximating a target path space measure, e.g. via gradient-based optimization. In practice, however, this optimization is challenging in particular if the target measure differs substantially from the prior. In this work, we therefore approach the problem by iteratively solving constrained problems incorporating trust regions that aim for approaching the target measure gradually in a systematic way.