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48 results for Pontryagin projection

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.

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 1992, Brehm and Kühnel constructed a 8-dimensional simplicial complex M158M^8_{15} with 15 vertices as a candidate to be a minimal triangulation of the quaternionic projective plane. They managed to prove that it is a manifold "like a projective plane" in the sense of Eells and Kuiper. However, it was not known until …

2016-03-17abs ↗pdf ↗

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.

A rational linear combination of Chern numbers is an oriented diffeomorphism invariant of smooth complex projective varieties if and only if it is a linear combination of the Euler and Pontryagin numbers. In dimension at least three only multiples of the top Chern number, which is the Euler characteristic, are invarian…

2011-10-31abs ↗pdf ↗

In this paper, we study the existence of high-dimensional, closed, smooth manifolds whose rational homotopy type resembles that of a projective plane. Applying rational surgery, the problem can be reduced to finding possible Pontryagin numbers satisfying the Hirzebruch signature formula and a set of congruence relation…

2010-10-15abs ↗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.

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.

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 ↗

We prove that a rational linear combination of Chern numbers is an oriented diffeomorphism invariant of smooth complex projective varieties if and only if it is a linear combination of the Euler and Pontryagin numbers. In dimension at least three we prove that only multiples of the top Chern number, which is the Euler …

2009-03-09abs ↗pdf ↗

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.

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.

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.

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.

A rational projective plane (QP2\mathbb{QP}^2) is a simply connected, smooth, closed manifold MM such that H(M;Q)Q[α]/α3H^*(M;\mathbb{Q}) \cong \mathbb{Q}[α]/\langle α^3 \rangle. An open problem is to classify the dimensions at which such a manifold exists. The Barge-Sullivan rational surgery realization theorem provides necessar…

2017-02-25abs ↗pdf ↗

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 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 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 ↗

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.

We present a short proof of the following Pontryagin theorem, whose original proof was complicated and has never been published in details: {\bf Theorem.} Let MM be a connected oriented closed smooth 3-manifold. Let L1(M)L_1(M) be the set of framed links in MM up to a framed cobordism. Let °:L1(M)H1(M;Z)°:L_1(M)\to H_1(M;\Z) be the…

2007-05-29abs ↗pdf ↗

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 ↗

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 ↗

The paper studies Hodge Laplacians from point clouds, proving spectral convergence and harmonic form consistency.

problem Analyzing Riemannian submanifolds from point cloud data.
method Constructing deformed Hodge Laplacians and empirical operators from point clouds, proving convergence properties.
result Empirical spectral cluster contains the kk-th Betti number and converges to harmonic kk-forms.

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 ↗

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…

2009-05-17abs ↗pdf ↗