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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.

169,181 papers · 148 categories

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182364546728 · Jun 202019922001200920182026
48 results for control applications

Survey of deep RL in intelligent transportation systems.

problem Optimizing traffic signals and autonomous driving using deep RL.
method Comprehensive review of deep RL applications in traffic control and autonomous driving.
result Summarizes existing works in deep RL-based transportation applications.

New framework for policy gradient methods in continuous time reinforcement learning.

problem Addressing policy gradient methods for continuous time reinforcement learning.
method Control randomisation technique to derive policy gradient representation for various Markovian control problems.
result Demonstrated application to optimal switching problems in the energy sector.

A reinforcement learning approach prepares quantum squeezed states in open spin systems.

problem Generating non-classical states in open quantum systems with dissipation and dephasing.
method Reinforcement learning to determine optimal control pulses for spin-squeezing.
result Optimal control sequences enhance collective spin squeezing and entanglement.

ControlVAE improves VAE performance by adding a controller to tune hyperparameters.

problem Existing VAE models struggle with KL vanishing and low reconstruction quality.
method ControlVAE combines a controller inspired by automatic control theory with VAE to improve performance.
result ControlVAE achieves better disentangling and reconstruction quality than existing methods.

Study time-inconsistent control problems with model uncertainty, solving portfolio selection.

problem Time-inconsistent Markovian control problems under model uncertainty.
method Combining sub-game perfect strategies with adaptive robust stochastic methods.
result Solved numerically the mean-variance portfolio selection problem.

The paper presents the geometry of Lie algebroids and its applications to optimal control. The first part deals with the theory of Lie algebroids, connections on Lie algebroids and dynamical systems defined on Lie algebroids (mainly Lagrangian and Hamiltonian systems). In the second part we use the framework of Lie alg…

2013-02-21abs ↗pdf ↗

Motion planning and control are key problems in a collection of robotic applications including the design of autonomous agile vehicles and of minimalist manipulators. These problems can be accurately formalized within the language of affine connections and of geometric control theory. In this paper we overview recent r…

2002-09-17abs ↗pdf ↗

Some simple examples from quantum physics and control theory are used to illustrate the application of the theory of Lie systems. We will show, in particular, that for certain physical models both of the corresponding classical and quantum problems can be treated in a similar way, may be up to the replacement of the in…

2003-05-09abs ↗pdf ↗

Survey of reinforcement learning in continuous control, focusing on LQR.

problem Optimizing control in uncertain environments with models and cost of generality.
method Survey and case study of LQR, merging learning theory and control.
result Theoretical and experimental characterizations match, showing the role of models.

Paper derives uniform error bounds for Gaussian process regression for safer control applications.

problem Quantifying model error in Gaussian process regression for safety-critical applications.
method Employing Gaussian process distribution and continuity arguments, derive uniform error bounds under weaker assumptions.
result Derives novel uniform error bounds for Gaussian process regression under weaker assumptions.

We develop an epsilon-controlled algebraic L-theory, extending our earlier work on epsilon-controlled algebraic K-theory. The controlled L-theory is very close to being a generalized homology theory; we study analogues of the homology exact sequence of a pair, excision properties, and the Mayer--Vietoris exact sequence…

2004-02-13abs ↗pdf ↗

New framework controls statistical dispersion for high-stakes applications.

problem Understanding and controlling the dispersion of loss distributions in high-stakes applications.
method Simple yet flexible framework for distribution-free control of statistical dispersion measures.
result Proposed methods control statistical dispersion measures with societal implications.

Randomized control methods improve asset pricing and performance analysis.

problem Challenges in drawing inferences from traditional random portfolios in performance evaluation.
method Geometric random walks and Markov chain Monte Carlo methods to construct flexible control groups.
result Captured premia associated with size, value, quality, and momentum in a constrained setting.

Subject of present paper is the review of results of authors on foliation theory and applications of foliation theory in control systems. The paper consists of two parts. In the first part the results of authors on foliation theory are presented, in the second part the results on applications of foliation theory in the…

2012-04-04abs ↗pdf ↗

The paper defines and solves time-inconsistent stopping control problems in multi-dimensional diffusion models.

problem Time-inconsistent problems in control and stopping strategies.
method Formal definition of weak equilibria, extended HJB system, and verification methodology.
result Explicit equilibrium solutions and existence of non-constant equilibria.

The paper tackles Neyman-Pearson classification control issues.

problem Neyman-Pearson classification's control constraint is hard to satisfy in finite samples.
method Developed refined learning procedures under two accuracy control strategies.
result Proposed methods achieve desired control levels in finite samples.

RNE provides a flexible framework for diffusion models, enabling inference-time control and energy-based training.

problem Insufficient knowledge of marginal densities in diffusion models.
method Introduces Radon-Nikodym Estimator (RNE) to reveal the connection between marginal densities and transition kernels.
result RNE delivers strong results in inference-time control and energy-based diffusion training.

Optimizes control of hybrid systems with multiple switching processes.

problem Optimal control of hybrid systems with multiple Markov switching processes.
method Combines two separate Markov chains into one synthetic chain, derives HJB equations, and solves the portfolio choice problem.
result Derives explicit solutions and value functions for the optimal control problem.

New risk control method for non-monotonic losses in complex parameters.

problem Controlling risk for non-monotonic losses with multidimensional parameters.
method Stability-based guarantees for generic algorithms applied to non-monotonic losses.
result Guarantees depend on algorithm stability, with looser guarantees for unstable algorithms.

Paper robustifies reinforcement learning agents against action space perturbations.

problem Vulnerability of reinforcement learning agents to action space perturbations (e.g. actuator attacks).
method Adversarial training to robustify DRL agents against perturbations.
result DRL agents can be robustified against action space perturbations through adversarial training.

A framework integrates machine learning with robust control for safer, more reliable systems.

problem Combining machine learning with robust control for systems with stringent safety and reliability requirements.
method Integrates Gaussian Process Regression and state-of-the-art robust controller synthesis within a framework that provides rigorous guarantees.
result Demonstrated improved performance with more data while maintaining rigorous guarantees.

Improved FDR control for sparse financial index tracking.

problem Maintaining FDR control in high-dimensional financial data with strong variable dependencies.
method Expanding T-Rex framework to handle overlapping groups of correlated variables with nearest neighbors penalization.
result Accurately tracks the S&P 500 index using only a small number of stocks.

We study a maturity randomization technique for approximating optimal control problems. The algorithm is based on a sequence of control problems with random terminal horizon which converges to the original one. This is a generalization of the so-called Canadization procedure suggested by Carr [Review of Financial Studi…

2006-02-21abs ↗pdf ↗

The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy trading, a control process can represent the quantity that can be purchased by a fix…

2010-12-07abs ↗pdf ↗

Multivariate boosted trees improve forecasting and control by capturing correlated predictions.

problem Capturing multivariate target cross-correlations and applying structured penalties to predictions.
method A computationally efficient algorithm for fitting multivariate boosted trees.
result Multivariate trees outperform univariate counterparts in correlated prediction scenarios.

Developed policy gradient methods for stochastic control with exit time, outperforming traditional techniques in share repurchase pricing.

problem Optimal control with exit time in stochastic models.
method Two types of algorithms: direct policy learning and alternately learning value function and control.
result Policy gradient methods outperform PDE or neural networks in share repurchase pricing.