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…
Topological Pontryagin classes are algebraically independent in high-dimensional spaces.
problem Algebraic independence of topological Pontryagin classes.
method Analyzing rationalised cohomology of BTop(d).
result Topological Pontryagin classes are algebraically independent.
Enhances Pontryagin-Thom theorem for manifold maps.
problem Identifying map spaces with moduli spaces of submanifolds.
method Space-level enhancement of Pontryagin-Thom theorem.
result Maps from manifolds to Thom spaces identified with moduli spaces of submanifolds.
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?
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.
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 n=4r−2. 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.
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.
In this paper, we generalize the anomaly cancellation formulas in \cite{AW, Liu1, HZ2} to the cases that an auxiliary bundle W as well as a complex line bundle ξ 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.
problem Characterizing parallelizable 4-manifolds.
method Classification of 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) can be studied through the asymptotic curvature of the vertical part of the Pontryagin extremal. Revisits Pontryagin's proof of stable stems 0, 1, and 2.
problem Computing stable stems in dimensions 0, 1, and 2.
method Introduction of homotopy theory concepts, framed cobordism, and Pontryagin-Thom construction.
result Corrects the result of \(\pi_2^S\) from \cite{Pont2} and computes stable stems in dimensions 0, 1, and 2.
We compute the integral homology of the space of paths in CPn with endpoints in RPn, n≥1 and its algebra structure with respect to the Pontryagin-Chas-Sullivan product with Z/2-coefficients.
Researchers calculate alpha invariant for certain complex projective spaces.
problem Computing alpha invariant for specific types of complex projective spaces.
method Computed alpha invariant using total degree and Pontryagin classes.
result Alpha invariant depends only on total degree and Pontryagin classes.
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…
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…
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.
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.
Introduces new geodesic fields for Finsler manifolds.
problem Finding optimal paths in Finsler manifolds.
method Introduced Pontryagin type C0-Finsler structures and defined geodesic fields. result Extended geodesic field E provides more natural geodesics. 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.
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…
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.
problem Euler characteristic and Pontryagin numbers of 4k-manifolds.
method Generalization and correction of Thorpe's original work.
result Corrected and generalized Thorpe's inequality.
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…
Researchers find optimal paths on a specific geometric group.
problem Finding optimal paths on a Cartan group with a sub-Finsler quasimetric.
method Using the Pontryagin Maximum Principle in coordinates of the first kind.
result They found extremals for arbitrary left-invariant sub-Finsler quasimetrics.
Generalizes Pontryagin's construction for proper maps in stable dimensions.
problem Mapping submanifolds to homotopy classes of proper maps.
method Introduces a new bijection between cobordism sets and homotopy classes for proper maps.
result Provides a bijection for cobordism sets of submanifolds embedded in WimesRn. Novikov theorem extended to rational Pontryagin classes for cyclic group C4.
problem Classifying stable Cp-smoothings of high-dimensional manifolds. method Computing equivariant homotopy groups and applying to C4. result Novikov's theorem extended to rational Pontryagin classes for C4. 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.
problem Self-duality of little disks operad.
method Configuration space level Pontryagin--Thom constructions.
result Existence of compatible self-duality map for 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.
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.
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.
problem Finding complex structures on real vector bundles.
method Fractional Stiefel-Whitney classes and combinations of Pontryagin, Chern, and Euler classes.
result Determines the second obstruction for rank six bundles.
Geometric model for Hodge filtered complex cobordism constructed.
problem Constructing a geometric model for Hodge filtered complex cobordism.
method Refinement of Pontryagin-Thom construction to create an explicit isomorphism.
result Explicit isomorphism between geometric and abstract models for complex manifolds.
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.
Researchers found optimal paths on a specific geometric group.
problem Finding optimal paths in a geometric group with a sub-Finsler metric.
method Used Pontryagin Maximum Principle for time-optimal control problem.
result Found extremals for left-invariant sub-Finsler metric.
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…