Unified approach to Merton's portfolio problem using Pontryagin's principles.
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We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the optimal solutions, from which the classical Pontryagin Maximum Principle is derived i…
Topological Pontryagin classes are algebraically independent in high-dimensional spaces.
Enhances Pontryagin-Thom theorem for manifold maps.
Study shows unbounded Pontryagin numbers on curved manifolds.
A method for dynamic portfolio choice with uncertain parameters using Pontryagin projection.
Develops method to compute Chern-Simons potentials from higher-dimensional Pontryagin densities.
New framework optimizes multi-asset portfolio choice for high dimensions.
In this note we compute low degree rational Pontryagin classes for every closed locally symmetric manifold of noncompact type. In particular, we answer the question: Which locally symmetric M have at least one nonzero Pontryagin class?
The paper shows examples of geodesics switching infinitely often on certain manifolds.
The Pontryagin forms on 1-jet bundle of Riemannian metrics, are shown to provide, in a natural way, diffeomorphism-invariant pre-symplectic structures on the space of Riemannian metrics for dimensions . The equivariant Pontryagin forms provide canonical moment maps for these structures. In dimension two, the sy…
Study on Heisenberg group's Lorentzian problems using Pontryagin's principle.
In this paper, we generalize the anomaly cancellation formulas in \cite{AW, Liu1, HZ2} to the cases that an auxiliary bundle as well as a complex line bundle are involved with no conditions on the first Pontryagin forms being assumed.
A 4-manifold is parallelizable if its Stiefel-Whitney and Pontryagin classes vanish.
Study extremals on Lie groups with asymmetric polyhedral Finsler structures using Pontryagin's Maximal Principle.
Revisits Pontryagin's proof of stable stems 0, 1, and 2.
We compute the integral homology of the space of paths in with endpoints in , and its algebra structure with respect to the Pontryagin-Chas-Sullivan product with -coefficients.
Researchers calculate alpha invariant for certain complex projective spaces.
In this paper, we make a generalization of Routh's reduction method for Lagrangian systems with symmetry to the case where not any regularity condition is imposed on the Lagrangian. First, we show how implicit Lagrange-Routh equations can be obtained from the Hamilton-Pontryagin principle, by making use of an anholonom…
We give a Pontryagin-Thom-Szucs type construction for non-positive codimensional singular maps, and obtain results about cobordism and bordism groups of -1 codimensional stable maps with prescribed singular fibers.
In this paper, first we give a detailed study on the structure of a transitive Lie 2-algebroid and describe a transitive Lie 2-algebroid using a morphism from the tangent Lie algebroid TM to a strict Lie 3-algebroid constructed from derivations. Then we introduce the notion of a quadratic Lie 2-algebroid and define its…
Two groups with specific limit sets in hyperbolic spaces are identified.
In this paper, we define and study sub-Riemannian structures on Banach manifolds. We obtain extensions of the Chow-Rashevski theorem for exact controllability, and give conditions for the existence of a Hamiltonian geodesic flow despite the lack of a Pontryagin Maximum Principle in the infinite dimensional setting.
Introduces new geodesic fields for Finsler manifolds.
New Lagrangian approach for optimal control of second-order systems.
We prove that any rational linear combination of Pontryagin numbers that is not a multiple of the signature is unbounded on connected closed oriented manifolds of nonnegative sectional curvature. Combining our result with Gromov's finiteness result for the signature yields a new characterization of the L-genus.
Study Transformer layers under cross-entropy training using mean field control.
In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional Hamiltonian equa- tions, for a hyperregular Lagrange function. From the stochastic fr…
We prove that, in dimensions greater than 2, the generic metric is not a Hessian metric and find a curvature condition on Hessian metrics in dimensions greater than 3. In particular we prove that the forms used to define the Pontryagin classes in terms of the curvature vanish on a Hessian manifold. By contrast all anal…
Generalizes Thorpe's inequality for 4k-manifolds.
Study cobordisms of nested manifolds and their invariants.
In this work, we use the Sternberg phase space (which may be considered as the classical phase space of particles in gauge fields) in order to explore the dynamics of such particles in the context of Hamilton-Dirac systems and their associated Hamilton-Pontryagin variational principles. For this, we develop an analogue…
Researchers find optimal paths on a specific geometric group.
Generalizes Pontryagin's construction for proper maps in stable dimensions.
Novikov theorem extended to rational Pontryagin classes for cyclic group .
We extend the Pontryagin Maximum Principle (PMP) to the geometric setting of almost-Lie (AL) algebroids -- objects which generalize Lie algebroids. The result may be understood as a very general reduction scheme for optimal control problems (OCPs). It covers the standard PMP, as well as gives necessary optimality condi…
Maps self-duality in little disks operad to framed manifolds.
By adapting the Cheeger-Simons approach to differential cohomology, we establish a notion of differential cohomology with compact support. We show that it is functorial with respect to open embeddings and that it fits into a natural diagram of exact sequences which compare it to compactly supported singular cohomology …
The study finds obstructions for certain Weyl curvature tensors on manifolds.
New principle for optimal control with higher order differential constraints.
On the ground of origins of the theory of Lie groups and Lie algebras, their (co)adjoint representations, and the Pontryagin maximum principle for the time-optimal problem are given an independent foundation for methods of geodesic vector field to search for normal geodesics of left-invariant (sub-)Finsler metrics on L…
This paper considers the Pontryagin characters of graded vector bundles of finite rank, in the cohomology vector spaces of a Lie algebroid over the same base. These Pontryagin characters vanish if the graded vector bundle carries a representation up to homotopy of the Lie algebroid. As a consequence, this gives a stron…
Proves Massey's theorems on complex structure obstructions.
Geometric model for Hodge filtered complex cobordism constructed.
A scalable framework optimizes multi-asset portfolios with constraints.
Study homotopy types of 4-manifolds, finding decompositions and conditions for desuspension.
This paper is on homotopy classification of maps of (n+1)-dimensional manifolds into the n-dimensional sphere. For a continuous map f of an (n+1)-manifold into the n-sphere define the degree deg f to be the class dual to f^*[S^n], where [S^n] is the fundamental class. We present a short and direct proof of the followin…
We will present proofs for two conjectures stated in arXiv:1808.08073. The first one is that for an arbitrary manifold , the homotopy classes of proper maps stabilise as , and the second one is that in a stable range there is a Pontryagin--Thom type bijection for …