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arXiv research

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.

168,657 papers · 148 categories

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65130195260 · May 202619922001200920172026
48 results for Feedback Control

New insights into cascade feedback linearization of control systems.

problem Obtaining a cascade feedback linearization for invariant control systems.
method Introducing truncated versions of operators from the calculus of variations to prove new theorems.
result Established new geometry and foundational theorems for future work.

The problem of feedback equivalence for control systems is considered. An algebra of differential invariants and criteria for the feedback equivalence for regular control systems are found.

2008-12-07abs ↗pdf ↗

Study shows how to control jump-diffusion processes with stable feedback controls in reinforcement learning.

problem Control jump-diffusion processes with unknown coefficients in reinforcement learning.
method Lipschitz continuous optimal feedback controls, stability analysis of forward-backward SDEs, least-squares algorithm.
result Achieves O(NlnN)O(\sqrt{N\ln N}) regret for linear-convex learning problems with jumps.

The paper studies symmetry reduction of control systems and its implications for feedback linearization.

problem Understanding symmetry reduction and its effects on feedback linearizability of control systems.
method Generalizing the notion of transversality of Lie group actions, analyzing the geometry of invariant distributions, and extending the S-G-S test.
result Classification of SFL quotients based on geometric properties of the control system and symmetry group.

A control system q˙=f(q,u)\dot{q} = f(q,u) is said to be trivializable if there exists local coordinates in which the system is feedback equivalent to a control system of the form q˙=f(u)\dot{q} = f(u). In this paper we characterize trivializable control systems and control systems for which, up to a feedback transformation, ff a…

2009-02-13abs ↗pdf ↗

The paper provides guarantees for feedback control with sensor errors.

problem Certifying performance and safety in feedback control systems with sensor errors.
method Solving a supervised learning problem to characterize sensor errors and providing uniform error bounds.
result Finite-time convergence rate on sub-optimality of using a regressor in closed-loop for waypoint tracking.

Geometric framework for dynamic feedback linearization of control systems with symmetry.

problem Dynamic feedback linearization of control systems with symmetry.
method Geometric framework based on Lie symmetry, systematic procedure for all smooth, generic system trajectories.
result Sufficient condition for dynamic feedback linearizability obtained.

New Q-learning algorithms reduce regret in inventory control problems.

problem Efficiently learning optimal policies in inventory control problems with limited feedback.
method Proposed Elimination-Based Half-Q-Learning (HQL) and Full-Q-Learning (FQL) algorithms with theoretical regret bounds.
result HQL incurs ildeO(H3T) ilde{\mathcal{O}}(H^3\sqrt{ T}) regret, FQL incurs ildeO(H2T) ilde{\mathcal{O}}(H^2\sqrt{ T}) regret, independent of state and action space sizes.

Survey explores geometric aspects of policy optimization in control systems.

problem Understanding the geometric relationships between control design and optimization.
method Geometric perspective on policy optimization, focusing on parameterization and topology.
result Implications of policy geometry on stability and performance of local search algorithms.

Learning from human feedback is a viable alternative to control design that does not require modelling or control expertise. Particularly, learning from corrective advice garners advantages over evaluative feedback as it is a more intuitive and scalable format. The current state-of-the-art in this field, COACH, has pro…

2019-03-12abs ↗pdf ↗

A PID-based feedback-control system improves multiple KPIs in RTB display advertising.

problem Challenges in simultaneously improving multiple KPIs in RTB campaigns.
method Sequential Control using PID-based feedback and importance metrics.
result Effective in simultaneously controlling multiple KPIs in both simulations and live traffic.

Framework learns robust control policies from expert demonstrations.

problem Adversarial robustness and closed-loop generalization in feedback control policies.
method Lipschitz-constrained loss minimization for certified robustness and generalization.
result Finite sample bound on policy learning error and robust closed-loop stability.

Deep Reinforcement Learning has enabled the control of increasingly complex and high-dimensional problems. However, the need of vast amounts of data before reasonable performance is attained prevents its widespread application. We employ binary corrective feedback as a general and intuitive manner to incorporate human …

2019-03-14abs ↗pdf ↗

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…

2019-07-16abs ↗pdf ↗

We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…

2017-09-12abs ↗pdf ↗

The paper tackles exact linearization and control of flat discrete-time systems.

problem Exact linearization and control of flat nonlinear discrete-time systems.
method Investigates conditions for choosing new inputs and feedbacks that may depend on forward-shifts of the new input.
result Easily verifiable conditions for choosing a feasible input and a new input that minimizes forward-shifts of the flat output.

Imitation learning is a control design paradigm that seeks to learn a control policy reproducing demonstrations from expert agents. By substituting expert demonstrations for optimal behaviours, the same paradigm leads to the design of control policies closely approximating the optimal state-feedback. This approach requ…

2019-01-07abs ↗pdf ↗

New conditions for stabilizing systems are shown to be independent but stronger under certain conditions.

problem Necessary conditions for stabilizing feedback control systems.
method Extensions of Brockett's and Coron's conditions in fiber and vector bundle pictures.
result The conditions are independent in the fiber bundle picture but stronger in the vector bundle picture under specific conditions.

Optimal investment strategy with expert opinions in uncertain conditions.

problem Optimizing wealth in a model with unobservable drift and costly expert opinions.
method Embedding into a full information problem, using viscosity solutions and stochastic Perron's method.
result Constructing optimal trading and expert opinion strategies under sufficient regularity conditions.

A new one-point feedback scheme improves ZO algorithms for black-box optimization.

problem Optimizing black-box functions without gradient information.
method Proposes a one-point feedback scheme to estimate gradients using residuals.
result Matches query complexity of two-point schemes for deterministic Lipschitz functions.

Study controlled contagion with state-dependent killing, proving a comparison principle.

problem Analyzing controlled McKean--Vlasov contagion with state-dependent killing.
method Proof of a comparison principle using Wasserstein smooth-gauge comparison and killing-jump absorption estimates.
result Established a comparison principle for the two-population killed-particle HJB.

This paper extends stock trading results to include stop-loss orders.

problem Generalizing stock trading results with stop-loss orders.
method Geometric Brownian motion model, affine feedback controller, closed-form expression for cumulative distribution function.
result Affine feedback controller with stop-loss order generalizes results without stop-loss orders.

Control of drawdown, that is, the control of the drops in wealth over time from peaks to subsequent lows, is of great concern from a risk management perspective. With this motivation in mind, the focal point of this paper is to address the drawdown issue in a stock trading context. Although our analysis can be carried …

2017-10-04abs ↗pdf ↗

Improved flow-based inference speeds up and boosts accuracy for complex simulations.

problem Challenging inverse problems in astronomy, such as modeling strong gravitational lens systems.
method Refines flow-based generative models with simulator feedback for posterior inference.
result Improves accuracy by 53% and speeds up inference by up to 67x.

Survey of theoretical foundations for policy optimization in control.

problem Understanding the theoretical properties of gradient-based methods in control and reinforcement learning.
method Interdisciplinary review of optimization landscape, convergence, and sample complexity for various control problems.
result Recent theoretical results on stability and robustness in learning-based control.

Convolutional neural networks (CNNs) are commonly used for image classification tasks, raising the challenge of their application on data flows. During their training, adaptation is often performed by tuning the learning rate. Usual learning rate strategies are time-based i.e. monotonously decreasing. In this paper, we…

2019-11-18abs ↗pdf ↗

Method improves volatility targeting for index construction.

problem High turnover, leverage spikes, and sensitivity to estimation error in existing volatility-targeting strategies.
method Proportional-control approach for setting index weights that corrects tracking error through feedback.
result The proportional-control approach achieves the target volatility more effectively than open-loop alternatives.

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample complexity of standard algorithms, but can be offset if we have access to partial…

2018-03-29abs ↗pdf ↗