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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.

169,051 papers · 148 categories

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57115172229 · May 202619922001200920182026
48 results for closed-loop control

Framework learns robust control policies from expert demonstrations.

problem Adversarial robustness and closed-loop generalization in feedback control policies.
method Lipschitz-constrained loss minimization for certified robustness and generalization.
result Finite sample bound on policy learning error and robust closed-loop stability.

Paper proposes a method to monitor industrial processes under closed-loop control.

problem Difficulty distinguishing between real process faults and normal operating conditions changes.
method Develops a distributed monitoring system by capturing static and dynamic characteristics of large-scale closed-loop industrial processes.
result The method effectively distinguishes between real process faults and normal operating conditions changes.

Novel algorithm for optimal control of nonlinear systems.

problem Optimal control of nonlinear stochastic dynamical systems with unknown dynamics.
method Decoupled data-based approach combining open-loop and closed-loop control.
result Performance of D2C algorithm is approximately optimal and significantly reduces training time.

Formula adjusts steady-state models for control confounding.

problem Learning steady-state models from operational data can be flawed due to control confounding.
method Derives a formula to adjust for control confounding using structural dynamical causal models.
result Estimates a causal steady-state model from closed-loop operational data.

This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model is derived, approximating the complex system's dynamics. A control strategy is t…

2016-04-11abs ↗pdf ↗

Geometrically characterizes virtual nonlinear nonholonomic constraints using symplectic methods.

problem Characterizing virtual nonlinear nonholonomic constraints geometrically.
method Geometric characterization using symplectic structures and Chetaev equations.
result A unique control law exists to satisfy virtual constraints, and closed-loop dynamics are projections of uncontrolled dynamics.

Paper certifies neural network control policies against persistent adversarial perturbations.

problem Neural networks' fragility to adversarial perturbations in control systems.
method Combining neural network certification tools with robust control theory.
result Certifies neural network policies in a control loop under l-infinity norm bounded adversarial perturbations.

This paper uses NLDT to find interpretable control rules from complex DRL policies.

problem Complex, non-interpretable policies from black-box AI methods.
method Evolutionary optimization of NLDT for hierarchical control rules.
result Interpretable control rules with similar performance to black-box DRL.

Data-efficient learning in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. In this paper, we consider one instance of this challenge, the pixels to torques problem, where an agent must learn a closed-loop control policy from pixel i…

2015-02-08abs ↗pdf ↗

Paper tackles stochastic control with mean and higher-order moments, finding Nash equilibria.

problem Time-inconsistent stochastic control problems with mean and higher-order moments.
method Developed closed-loop and open-loop Nash equilibrium controls using PDEs and maximum principles.
result Identical closed-loop and open-loop Nash equilibria controls, independent of state value and random path.

Combines Gaussian processes and polynomial chaos for stochastic control.

problem Uncertainties in dynamic models lead to performance issues in predictive control.
method Combines Gaussian processes with polynomial chaos expansions to estimate probability distributions of nonlinear functions.
result Demonstrates accurate approximation and closed-loop performance in stochastic nonlinear model predictive control.

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

We show LLMs can be locally linear, enabling better control of activations.

problem Suboptimal control of LLM activations during generation.
method Model LLM inference as a linear dynamical system, compute feedback controllers using Jacobians, and adapt classical control theory.
result Robust, fine-grained control of LLM activations across models and tasks.

Efficient learning-based MPC for unknown nonlinear systems with state constraints.

problem Control of discrete-time nonlinear systems with unknown dynamics and state constraints.
method Receding horizon reinforcement learning (r-LPC) using Koopman operator-based prediction model.
result Proven closed-loop recursive feasibility, robustness, and asymptotic stability under function approximation errors.

A geometric approach to differential game theory is illustrated. The parallel pursuit is considered as a two-player zero-sum differential game. The optimal strategies of each player is designed based on Riemann-Finsler geometry. Our approach incorporates a closed loop optimal control and the presentation is familiar wi…

2011-01-10abs ↗pdf ↗

Investigates time-inconsistent portfolio selection under MMV preferences.

problem Time-inconsistent optimal strategies for MMV preferences.
method Nash equilibrium controls for MMV and MV preferences, solving FBSDE and HJB equations.
result MMV optimal strategies lead to higher investment amounts than MV strategies, narrowing over time.

CLQT benchmarks LLM portfolio managers by evaluating their decision-making process, not just returns.

problem Most benchmarks rank LLMs by returns, ignoring their decision-making process and potential for look-ahead leakage.
method CLQT reframes evaluation as diagnosis, using a closed-loop, cost-aware, strategy-consistent environment with a five-stage cycle.
result CLQT provides a durable map of agent competencies and limitations, separating outcome from process.

Reinforcement Learning optimizes low-thrust interplanetary trajectories under disturbances.

problem Designing robust interplanetary trajectories in the presence of disturbances.
method Reformulated as a Markov Decision Process, RL algorithm Proximal Policy Optimization trained on a deep neural network.
result Deep neural network provides robust nominal trajectory and guidance law.

The paper provides guarantees for feedback control with sensor errors.

problem Certifying performance and safety in feedback control systems with sensor errors.
method Solving a supervised learning problem to characterize sensor errors and providing uniform error bounds.
result Finite-time convergence rate on sub-optimality of using a regressor in closed-loop for waypoint tracking.

The paper solves stochastic control problems with implicit objectives, finding equilibrium strategies.

problem Stochastic control problems with implicitly defined objectives leading to time-inconsistency.
method Closed-loop equilibrium solutions in a controlled diffusion framework, providing sufficient and necessary conditions.
result Explicit characterization of equilibrium portfolio strategies in terms of ordinary differential equations.

Deep RL improves blood glucose control for T1D patients.

problem Managing blood glucose levels for people with type 1 diabetes.
method Developed deep reinforcement learning techniques for automated blood glucose control.
result Deep RL approach outperforms baseline control algorithms, reducing glycemic risk and hypoglycemia.

Agents acting in the natural world aim at selecting appropriate actions based on noisy and partial sensory observations. Many behaviors leading to decision mak- ing and action selection in a closed loop setting are naturally phrased within a control theoretic framework. Within the framework of optimal Control Theory, o…

2014-06-27abs ↗pdf ↗

Paper proposes a method to test and verify control systems with machine learning components.

problem Testing and verifying control systems with machine learning components is challenging.
method Gradient-based method combined with randomized search to find adversarial samples.
result Method outperforms Simulated Annealing optimization in finding adversarial samples.

Intelligent control for greenhouses using deep reinforcement learning.

problem Uncertain nonlinear system of greenhouse environment control.
method Model Embedded Deep Reinforcement Learning (MEDRL) with computer vision and crop growth models.
result Precision and convenience in precise control of greenhouse environment.

Iterative method learns unknown constraints for MPC control.

problem Learning to satisfy unknown polyhedral state constraints in iterative MPC.
method Collects and improves estimates of unknown constraints using collected data, designs an MPC controller to satisfy the estimated constraints.
result Robust and probabilistic guarantees of constraint satisfaction as a function of task iterations.

Researchers develop a method to control nonlinear systems with Koopman operator regression.

problem Controlling nonlinear systems with finite action spaces.
method Koopman operator regression for dynamics estimation and model predictive control for control.
result The method yields a linear switching predictive model for control.

New budget quantifies drift in closed-loop learning, improving reproducibility.

problem Characterizing statistical learning under distributional drift in closed-loop settings.
method Introduces an intrinsic drift budget CTC_T quantifying cumulative information-geometric motion of the data distribution.
result Proves a drift-feedback bound of order T1/2+CT/TT^{-1/2}+C_T/T for prequential reproducibility, up to controlled second-order remainder terms.

LqgOpt learns optimal control in unknown LQG systems with minimal regret.

problem Adaptive control in partially observable linear quadratic Gaussian systems with unknown dynamics.
method Optimism in the face of uncertainty, predictor state evolution, closed-loop system identification, confidence bounds.
result Proves a regret upper bound of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) for LQG systems.

MPC outperforms reactive budgeting in non-stationary return environments.

problem Optimizing budget allocation under non-stationary returns.
method Receding-horizon Model Predictive Control (MPC) compared to reactive policies.
result MPC consistently outperforms reactive budgeting when return dynamics are predictable.

DQN outperforms static policies in a dynamic fee environment for automated market makers.

problem How automated market makers (AMMs) perform under dynamic fees is unknown.
method Constructed a closed-loop simulator with dynamic fees, noise flow, and arbitrage.
result A small DQN policy outperforms static policies in a dynamic fee environment.

A new approach optimizes weights in DLP for better risk-adjusted performance.

problem Optimizing time-varying weights in Double Linear Policy (DLP) for better risk-adjusted performance.
method Stochastic Model Predictive Control (SMPC) framework to maximize risk-adjusted returns while enforcing constraints.
result Empirical results show improved risk-adjusted performance and drawdown control.

Paper uses deep reinforcement learning for better control of rocket engines during start-up phases.

problem Lack of optimal control during transient phases of liquid rocket engines.
method Deep reinforcement learning approach for optimal control of a gas-generator engine's continuous start-up phase.
result Deep reinforcement learning controller achieves highest performance and minimal computational effort.

This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental trials, estimates the error in that model with respect to the truth, and then d…

2017-10-04abs ↗pdf ↗

The paper tackles performative risk optimization under weak convexity assumptions.

problem Optimizing performative risk in a closed-loop prediction system with weak convexity.
method Relaxing convexity assumptions to maintain optimization feasibility.
result Iterative optimization methods remain applicable even with weakened convexity conditions.

The paper analyzes strategic irreversible investments with novel dynamic strategies.

problem Tradeoff between preemption incentives and option value of waiting in oligopolistic markets.
method Developed novel Markov perfect equilibrium to handle singular control of optimal investment.
result Simpler strategies lead to a 'preemption trap' with zero net present values.