A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The OGY method is one of control methods for a chaotic system. In the method, we have to calculate a stabilizing periodic orbit embedded in its chaotic attractor. Thus, we cannot use this method in the case where a precise mathematical model of the chaotic system cannot be identified. In this case, the delayed feedback…
We introduce Embed to Control (E2C), a method for model learning and control of non-linear dynamical systems from raw pixel images. E2C consists of a deep generative model, belonging to the family of variational autoencoders, that learns to generate image trajectories from a latent space in which the dynamics is constr…
Class-conditional generative models are crucial tools for data generation from user-specified class labels. Existing approaches for class-conditional generative models require nontrivial modifications of backbone generative architectures to model conditional information fed into the model. This paper introduces a plug-…
This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental trials, estimates the error in that model with respect to the truth, and then d…
Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties arising from models estimated with finite, noisy data. We propose a robust adaptive …
Stabilizes complex systems using diffusion models trained on Lyapunov functions.
problem Generating stabilizing controllers for complex dynamical systems.
method Trains a diffusion model on pairs of asymptotically stable vector fields and their Lyapunov functions to identify the closest stable field and adjust control functions.
result Efficient and rapid stabilization of unseen systems, showcasing generalizability.
Greenhouse environment is the key to influence crops production. However, it is difficult for classical control methods to give precise environment setpoints, such as temperature, humidity, light intensity and carbon dioxide concentration for greenhouse because it is uncertain nonlinear system. Therefore, an intelligen…
In this paper, a MIMO simulated annealing SA based Q learning method is proposed to control a line follower robot. The conventional controller for these types of robots is the proportional P controller. Considering the unknown mechanical characteristics of the robot and uncertainties such as friction and slippery surfa…
A model optimizes carbon emission reduction and allowance purchasing for companies.
problem Optimizing carbon emissions and allowance purchasing for companies.
method Established an optimal control model involving two stochastic processes with two control variables, converted into an HJB equation, proved existence and uniqueness of solution.
result Proved the existence and uniqueness of the solution to the HJB equation.
In stochastic control problems delicate issues arise when the controlled system can jump due to both exogenous shocks and endogenous controls. Here one has to specify what the controller knows when about the exogenous shocks and how and when she can act on this information. We propose to use Meyer-σ-fields as a flexi…
Just as an explicit parameterisation of system dynamics by state, i.e., a choice of coordinates, can impede the identification of general structure, so it is too with an explicit parameterisation of system dynamics by control. However, such explicit and fixed parameterisation by control is commonplace in control theory…