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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.

168,695 papers · 148 categories

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82163245326 · Jun 202019922001200920172026
48 results for control-affine systems

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…

2012-06-06abs ↗pdf ↗

In this paper, we put the issue of dynamic equivalence of control systems in the context of pullbacks of coframings on infinite jet bundles over the state manifolds. While much attention has been given to differentially flat systems, i.e. systems dynamically equivalent to linear control systems, the advantage of this a…

2011-06-27abs ↗pdf ↗

Clarifies relation for solving control-affine Schrödinger bridge problems.

problem Solving control-affine Schrödinger bridge problems via Hopf-Cole transform.
method Applies Hopf-Cole transform to conditions of optimality, resulting in nonlinear PDEs.
result Generic control-affine Schrödinger bridge requires further algorithmic development.

Motivated by control-affine systems in optimal control theory, we introduce the notion of a point-affine distribution on a manifold X - i.e., an affine distribution F together with a distinguished vector field contained in F. We compute local invariants for point-affine distributions of constant type when dim(X)=n, ran…

2009-03-30abs ↗pdf ↗

The abstract discusses convergent realizations of Lie subalgebras in control theory.

problem Characterizing Lie subalgebras that can be realized as convergent vector fields.
method Generalizations and reformulations of algebraic properties for output realization.
result Recovery and clarification of previous results on control-affine systems and realization of Chen-Fliess series.

New algorithm solves Schrödinger bridge problem with mismatched channels.

problem Solving Schrödinger bridge problem with input and noise channel mismatch.
method Design of a Sinkhorn recursion with memory for nonlinear PDEs.
result Demonstrates solving control-affine Schrödinger bridge 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 ↗

New theory for nonsmooth systems helps optimize and control complex functions.

problem Optimizing and controlling systems with nonsmooth functions.
method Higher-order averaging theory with nonsmooth near-identity transformation and lexicographic differentiation.
result Closed formula for nonsmooth first and second-order averaging.

Study on rolling of 2D and 3D manifolds, identifying orbit dimensions.

problem Understanding rolling dynamics of 2D and 3D manifolds with constraints.
method Modeling rolling as a control affine system on a fibered space Q, analyzing reachable sets.
result Identified possible dimensions of non-open rolling orbits: 2, 5, 6, 7.

Just as an explicit parameterisation of system dynamics by state, i.e., a choice of coordinates, can impede the identification of general structure, so it is too with an explicit parameterisation of system dynamics by control. However, such explicit and fixed parameterisation by control is commonplace in control theory…

2013-12-23abs ↗pdf ↗

Identifies bilinear systems from a single trajectory with optimal sample complexity.

problem Learning bilinear systems from a single trajectory of states and inputs.
method Uses a mild marginal mean-square stability assumption and martingale small-ball condition.
result Sample complexity and statistical error rates are optimal.

The paper tackles data-driven optimal control of unknown nonlinear systems using RKHS.

problem Unknown nonlinear dynamics and stage cost functions.
method Embed state densities into RKHS, learn Markov operators, solve Hamilton-Jacobi-Bellman recursions.
result Solves a wide range of nonlinear control problems, including depth regulation.

Non-bilinear observations make optimal control harder, showing non-convex costs and non-affine optimal controllers.

problem Optimal control from bilinear observations in linear systems is challenging.
method Analytical and numerical methods to study the non-convex cost-to-go and non-affine optimal controllers.
result The Separation Principle does not hold for bilinear observations, leading to non-convex costs and non-affine optimal controllers.

Paper proposes Vertex Networks for reinforcement learning of control systems with safety guarantees.

problem Challenges in reinforcement learning with hard state and action constraints.
method Vertex Networks incorporate safety constraints into policy network architecture, ensuring safety during exploration.
result Proposed Vertex Networks outperform vanilla reinforcement learning in benchmark control tasks.

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…

2012-10-25abs ↗pdf ↗

Safe learning in uncertain systems with state measurements and optimization.

problem Safe learning in nonlinear control-affine systems with unknown additive uncertainty.
method Model uncertainty as Gaussian noise, learn mean and covariance, use optimization to adjust control input.
result Guaranteed safety with arbitrarily large probability while learning and control proceed simultaneously.

Overview of integrable systems with symmetries, focusing on toric and semitoric systems.

problem Classifying and understanding integrable systems with symmetries.
method Using decorated polygons and controlled bifurcations in one-parameter families of systems.
result Construction of explicit semitoric systems with prescribed invariants.

Learning to control linear systems is statistically hard, especially for underactuated systems.

problem Statistical difficulty of learning to control linear systems, especially underactuated ones.
method Utilized minimax lower bounds and structural assumptions to prove learning complexity can be exponential.
result Learning complexity can be at most exponential with the controllability index of the system.

Discrete-time systems can be characterized by simple flat coordinates and their shifts.

problem Characterizing flatness of discrete-time systems.
method Developed a map from flat coordinates and their shifts to system state and input, fulfilling system equations identically.
result Derived necessary conditions for a system to be flat, without requiring differential geometry methods.

The paper explores when linear system identification is hard or easy, especially for under-actuated systems.

problem Statistical hardness of learning linear systems, especially under-actuated or under-excited systems.
method Using tools from minimax theory and recent statistical tools for finite sample analysis of system identification.
result The controllability index of linear systems affects the sample complexity of identification, making some systems hard to learn.

This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.

problem High sample complexity for learning partially observed linear dynamical systems in high dimensions.
method Introduces an 1\ell_1-regularized estimation method that reduces sample complexity from linear to logarithmic with system dimension.
result Markov parameters can be learned with logarithmic number of samples relative to system dimension, improving sample complexity.

In integrable hydrodynamic systems, coordinates exist where generators and symmetries are simple.

problem Existence of Riemannian invariants for integrable systems of hydrodynamic type.
method Finding coordinates where the generator and all symmetries are diagonal.
result In integrable hydrodynamic systems, there exist coordinates where the generator and all symmetries are diagonal.

This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.

problem Analyzing nonholonomic constraints in Hamiltonian systems.
method Deriving distributional RCH systems, geometric constraint conditions, and Hamilton-Jacobi theorems.
result Derives precise geometric constraint conditions and Hamilton-Jacobi theorems for nonholonomic systems.

This paper considers control systems defined on Lie algebroids. After deriving basic controllability tests for general control systems, we specialize our discussion to the class of mechanical control systems on Lie algebroids. This class of systems includes mechanical systems subject to holonomic and nonholonomic const…

2004-02-26abs ↗pdf ↗

Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system itself. The tremendous cost of systemic risk requires the design and implementation of tools for the efficient macroprudential regulation of financial institutions. The current paper proposes a…

2015-02-27abs ↗pdf ↗

The paper develops methods to derive mixed superposition rules for Lie systems and applies them to various physical systems.

problem Finding general solutions for Lie systems.
method Develops mixed superposition rules for Lie systems with imprimitive Lie algebras and semidirect sums.
result Extends coalgebra method to Lie systems of partial differential equations.

Paper develops reduction theory for controlled Lagrangian systems with symmetry and momentum map.

problem Reduction of controlled Lagrangian systems with symmetry and momentum map.
method Using Legendre transformation and Euler-Lagrange vector field, the paper extends symmetric reduction theory.
result Established regular reduction theory for RCL systems with symmetry and momentum map.

The paper studies connections in superintegrable systems, revealing geometric insights.

problem Understanding non- and semi-degenerate superintegrable systems.
method Analyzes two torsion-free connections associated with superintegrable systems.
result Semi-degenerate secondary structure tensor is the Ricci curvature of a natural torsion-free connection.

This paper proposes a system-agnostic policy for dynamic scheduling.

problem Dynamic scheduling in changing systems is challenging due to system-specific optimal policies.
method Descriptive policy that learns a system-agnostic scheduling principle.
result System-agnostic meta-learning enables adaptation to unseen system characteristics.

New Lie systems derived from Goursat distributions with applications to differential equations.

problem Analyzing Lie systems associated with Goursat distributions and their applications.
method Analyzing bracket-generating distributions and their relation to Lie systems, focusing on reductions and reconstructions.
result Lie systems associated with Goursat distributions can be reduced and solutions reconstructed from reduced systems.