arXiv · 2508.21026
A first-order condition for discrete-time distribution steering
Abstract
We study a class of distribution-steering problems from a variational point of view. Under some differentiability assumptions, we derive necessary conditions for optimal Markov policies in the spirit of the Lagrange multiplier approach. We also provide a heuristic gradient-based method derived from the variational principle.
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Alberto Domínguez Corella, David González-Sánchez. 2025-08-28. A first-order condition for discrete-time distribution steering. https://arxiv.org/abs/2508.21026
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