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.
Study on Heisenberg group's Lorentzian problems using Pontryagin's principle.
Unified approach to Merton's portfolio problem using Pontryagin's principles.
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…
Study extremals on Lie groups with asymmetric polyhedral Finsler structures using Pontryagin's Maximal Principle.
Researchers find optimal paths on a specific geometric group.
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…
Introduces new geodesic fields for Finsler manifolds.
Researchers found optimal paths on a specific geometric group.
The purpose of this paper is to define the concept of multi-Dirac structures and to describe their role in the description of classical field theories. We begin by outlining a variational principle for field theories, referred to as the Hamilton-Pontryagin principle, and we show that the resulting field equations are t…
The fundamental theorem of the theory of optimal control, the Pontryagin maximum principle (PMP), is extended to the setting of almost Lie (AL) algebroids, geometrical objects generalizing Lie algebroids. This formulation of the PMP yields, in particular, a scheme comprising reductions of optimal control problems simil…
New framework optimizes multi-asset portfolio choice for high dimensions.
The paper shows examples of geodesics switching infinitely often on certain manifolds.
Study nonholonomic systems with collisions using variational principles.
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…
Curves in Carnot groups avoid compact sets, growing at least .
New principle for optimal control with higher order differential constraints.
Study sub-Riemannian geodesics on a Heisenberg 3D nil-manifold.
An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature -symplectic formalism is used to provide the optimal control problems associated to some families of partial dif…
In this paper, we explore dynamics of the nonholonomic system called vakonomic mechanics in the context of Lagrange-Dirac dynamical systems using a Dirac structure and its associated Hamilton-Pontryagin variational principle. We first show the link between vakonomic mechanics and nonholonomic mechanics from the viewpoi…
New Lagrangian approach for optimal control of second-order systems.
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…
We discuss contact geometry naturally related with optimal control problems (and Pontryagin Maximum Principle). We explore and expand the observations of [Ohsawa, 2015], providing simple and elegant characterizations of normal and abnormal sub-Riemannian extremals.
We review some recent results on the theory of Lagrangian systems on Lie algebroids. In particular we consider the symplectic and variational formalism and we study reduction. Finally we also consider optimal control systems on Lie algebroids and we show how to reduce Pontryagin maximum principle.
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.
We consider the four-dimensional nonholonomic distribution defined by the 4-potential of the electromagnetic field on the manifold. This distribution has a metric tensor with the Lorentzian signature , therefore, the causal structure appears as in the general relativity theory. By means of the Pontryagin's m…
We classify extremal curves in free nilpotent Lie groups. The classification is obtained via an explicit integration of the adjoint equation in Pontryagin Maximum Principle. It turns out that abnormal extremals are precisely the horizontal curves contained in algebraic varieties of a specific type. We also extend the r…
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…
A scalable framework optimizes multi-asset portfolios with constraints.
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.
Develops method to compute Chern-Simons potentials from higher-dimensional Pontryagin densities.
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 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…
In this paper we study a sub-Finsler geometric problem on the free-nilpotent group of rank 2 and step 3. Such a group is also called Cartan group and has a natural structure of Carnot group, which we metrize considering the norm on its first layer. We adopt the point of view of time-optimal control theory…
The author discusses in some detail the old definitions of the curvature tensors for rigged metrized distributions on manifolds given by Schouten, Wagner, and Solov'ev. To calculate the Solov'ev sectional and Ricci curvatures for homogeneous sub-Riemannian manifolds, the author suggests to use in some cases special rig…
Study smooths Finsler structures on Lie groups, proving extremal convergence.
Motivated by the ubiquity of control-affine systems in optimal control theory, we investigate the geometry of point-affine control systems with metric structures in dimensions two and three. We compute local isometric invariants for point-affine distributions of constant type with metric structures for systems with 2 s…
A 4-manifold is parallelizable if its Stiefel-Whitney and Pontryagin classes vanish.
Revisits Pontryagin's proof of stable stems 0, 1, and 2.
Researchers calculate alpha invariant for certain complex projective spaces.
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.
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…
Two groups with specific limit sets in hyperbolic spaces are identified.
Geometric framework for dissipative systems on Lie algebroids.
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.
Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all these problems. A high order maximum principle (Krener, 1977) must be used in o…
We discuss the use of Dirac structures to obtain a better understanding of the geometry of a class of optimal control problems and their reduction by symmetries. In particular we will show how to extend the reduction of Dirac structures recently proposed by Yoshimura and Marsden [Yo09] to describe the reduction of a cl…