Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

96193289385 · May 202619922001200920172026
48 results for Pontryagin condition

Unified approach to Merton's portfolio problem using Pontryagin's principles.

problem Optimizing consumption and investment strategies in financial portfolios.
method PG-DPO framework combining neural networks with Pontryagin's maximum principle.
result Locally optimal policies closely tied to classical stochastic control.

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…

2018-12-19abs ↗pdf ↗

Study shows unbounded Pontryagin numbers on curved manifolds.

problem Understanding unbounded Pontryagin numbers on curved manifolds.
method Analyzing rational linear combinations of Pontryagin numbers and their relation to the universal elliptic genus.
result Proves existence of unbounded Pontryagin numbers on nonnegatively curved spin manifolds.

A method for dynamic portfolio choice with uncertain parameters using Pontryagin projection.

problem Continuous-time CRRA portfolio choice in markets with estimated and uncertain coefficients.
method Simulation-based two-stage solver (DPO + Pontryagin projection) to maximize ex-ante objective.
result Projection stabilizes learning and accurately recovers analytic decisions, improving over model-free PPO.

Develops method to compute Chern-Simons potentials from higher-dimensional Pontryagin densities.

problem Computing Chern-Simons potentials from higher-dimensional Pontryagin densities.
method Systematic approach using a generic affine connection with non-vanishing torsion and non-metricity.
result Algorithm and code for determining Chern-Simons potential from Pontryagin density in arbitrary even dimensions.

New framework optimizes multi-asset portfolio choice for high dimensions.

problem Optimizing high-dimensional continuous-time portfolio choice.
method Combines Pontryagin's Maximum Principle with BPTT for neural network policy learning.
result Achieves near-optimal policies with improved efficiency and precision.

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?

2014-04-03abs ↗pdf ↗

The paper shows examples of geodesics switching infinitely often on certain manifolds.

problem Understanding geodesics with infinitely many switches on Finsler and sub-Finsler manifolds.
method Provided examples and explicit structures on Carnot groups, presented a sufficient condition for chattering.
result Geodesics on certain manifolds can exhibit a countable number of switches in arbitrarily small time intervals.

Study on Heisenberg group's Lorentzian problems using Pontryagin's principle.

problem Lorentzian problems on the Heisenberg group.
method Applied Pontryagin's maximum principle to obtain extremal trajectories.
result Parameterization of abnormal and normal extremal trajectories, investigation of reachability sets and existence of optimal trajectories.

A 4-manifold is parallelizable if its Stiefel-Whitney and Pontryagin classes vanish.

problem Characterizing parallelizable 4-manifolds.
method Classification of SO(4)SO(4)-bundles over the 4-sphere using Euler and first Pontryagin classes.
result A closed orientable 4-manifold is parallelizable if and only if its second Stiefel-Whitney class, first Pontryagin class, and Euler characteristic vanish.

Study extremals on Lie groups with asymmetric polyhedral Finsler structures using Pontryagin's Maximal Principle.

problem Finding extremals on Lie groups with asymmetric polyhedral Finsler structures.
method Using Pontryagin's Maximal Principle and control systems of Euler-Arnold type to find extremals on the cotangent bundle of the group.
result Uniqueness of the control u(t)u(t) can be studied through the asymptotic curvature of the vertical part of the Pontryagin extremal.

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…

2015-09-07abs ↗pdf ↗

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…

2018-07-31abs ↗pdf ↗

Two groups with specific limit sets in hyperbolic spaces are identified.

problem Identifying convex cocompact subgroups with specific limit sets in real hyperbolic spaces.
method Examples of subgroups generated by reflections and rotations with limit sets as Pontryagin spheres and Menger curves.
result Examples of convex cocompact subgroups with limit sets as Pontryagin spheres and Menger curves are found.

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.

2016-01-05abs ↗pdf ↗

New Lagrangian approach for optimal control of second-order systems.

problem Optimal control of second-order differential equations derived from force-controlled Lagrangian systems.
method Proposes a new hyperregular control Lagrangian and control Hamiltonian, providing necessary optimality conditions.
result Defines an extended Tulczyjew's triple with controls and studies the relationship between Noether symmetries.

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.

2009-03-09abs ↗pdf ↗

Study Transformer layers under cross-entropy training using mean field control.

problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.

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…

2009-06-24abs ↗pdf ↗

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…

2013-12-04abs ↗pdf ↗

Study cobordisms of nested manifolds and their invariants.

problem Understanding cobordisms of nested manifolds and their invariants.
method Identify a nested analog of the Pontryagin-Thom construction and find spaces homotopy equivalent to nested Pontryagin-Thom spaces.
result Discover nested cobordism invariants and provide an alternative proof of Wall's splitting result.

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…

2014-10-13abs ↗pdf ↗

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…

2011-11-07abs ↗pdf ↗

The study finds obstructions for certain Weyl curvature tensors on manifolds.

problem Can manifolds admit metrics with purely electric or magnetic Weyl tensors?
method Analyzes algebraic curvature tensors and their Pontryagin classes on scalar product spaces.
result Obstructions to the existence of metrics with PE or PM Weyl tensors in top-degree cohomology.

New principle for optimal control with higher order differential constraints.

problem Optimal control problems with higher order differential constraints.
method Derivation of the Principle of Minimal Labour and generalization of Pontryagin Maximum Principle.
result Generalized Pontryagin Maximum Principle for higher order constraints.

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…

2019-05-24abs ↗pdf ↗

A scalable framework optimizes multi-asset portfolios with constraints.

problem Optimizing multi-asset portfolios with inequality constraints.
method Integrates neural policies with Pontryagin's Maximum Principle, enforcing feasibility via log-barrier regularization.
result Recover KKT-optimal policies in high-dimensional problems without violating constraints.

Study homotopy types of 4-manifolds, finding decompositions and conditions for desuspension.

problem Determine homotopy types of double suspensions of 4-manifolds with 2-torsion.
method Use Postnikov square and analyze homology groups to find decompositions and conditions for desuspension.
result Homotopy decompositions of double suspensions as wedge sums of specific complexes.

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…

2008-08-08abs ↗pdf ↗

We will present proofs for two conjectures stated in arXiv:1808.08073. The first one is that for an arbitrary manifold WW, the homotopy classes of proper maps W×RnRk+nW\times\mathbb{R}^n\to\mathbb{R}^{k+n} stabilise as nn\to\infty, and the second one is that in a stable range there is a Pontryagin--Thom type bijection for …

2019-05-19abs ↗pdf ↗