Life sciences · Preprint
arXiv · August 7, 2026
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This is a theoretical study proving that Wasserstein policy gradient converges exponentially to an optimal policy in the entropy-regularized linear-quadratic control problem, with convergence rate that improves as entropy regularization vanishes. The result is a mathematical characterization of algorithm behaviour in a specific, simplified control setting, and does not include empirical validation or comparison with competing methods.
Preprint.
Unrestricted entropy-regularized discounted LQ control admits a linear-Gaussian optimal policy Wasserstein policy gradient reduces to a finite-dimensional ODE for feedback gain and action covariance ODE is globally well-posed and converges exponentially from every admissible initialization
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The source did not state who this applies to in practice.
This is a theoretical analysis of a machine learning algorithm's convergence properties in a stylized mathematical setting, without empirical validation or clinical application.
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Wasserstein policy gradient (WPG) updates state-conditional action laws by transport in the action space. We study entropy-regularized discounted linear-quadratic (LQ) control. A Bellman verification argument shows that the unrestricted problem has a linear-Gaussian optimal policy, and the discounted-occupancy-weighted statewise Wasserstein gradient is tangent to this policy class. WPG therefore reduces exactly to a finite-dimensional ODE for the feedback gain and action covariance. We prove that this ODE is globally well posed and converges exponentially from every admissible initialization. For each fixed LQ problem, the exponent has a positive limit as the entropy temperature tends to zero and contains no perturbative factor of the form $\exp(-c/τ)$, while retaining the usual dependence on the conditioning of the control problem.
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