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.
Hybrid systems are characterized by having an interaction between continuous dynamics and discrete events. The contribution of this paper is to provide hybrid systems with a novel geometric formulation so that controls can be added. Using this framework we describe some new global controllability tests for hybrid contr…
We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a controller parametrization based on the denoised observations, and prove that apply…
Traditional control methods are inadequate in many deployment settings involving control of Cyber-Physical Systems (CPS). In such settings, CPS controllers must operate and respond to unpredictable interactions, conditions, or failure modes. Dealing with such unpredictability requires the use of executive and cognitive…
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…
We study the question of how to aggregate controllers for dynamical systems in order to improve their performance. To this end, we propose a framework of boosting for online control. Our main result is an efficient boosting algorithm that combines weak controllers into a provably more accurate one. Empirical evaluation…
Performing controlled experiments on noisy data is essential in understanding deep learning across noise levels. Due to the lack of suitable datasets, previous research has only examined deep learning on controlled synthetic label noise, and real-world label noise has never been studied in a controlled setting. This pa…
Biological research often involves testing a growing number of null hypotheses as new data is accumulated over time. We study the problem of online control of the familywise error rate (FWER), that is testing an apriori unbounded sequence of hypotheses (p-values) one by one over time without knowing the future, such th…
Machine and reinforcement learning (RL) are increasingly being applied to plan and control the behavior of autonomous systems interacting with the physical world. Examples include self-driving vehicles, distributed sensor networks, and agile robots. However, when machine learning is to be applied in these new settings,…
Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we propose an actor-critic reinforcement learning algorithm that provably converges t…
We consider in this paper the regularity problem for time-optimal trajectories of a single-input control-affine system on a n-dimensional manifold. We prove that, under generic conditions on the drift and the controlled vector field, any control u associated with an optimal trajectory is smooth out of a countable set o…
We construct a time-consistent sublinear expectation in the setting of volatility uncertainty. This mapping extends Peng's G-expectation by allowing the range of the volatility uncertainty to be stochastic. Our construction is purely probabilistic and based on an optimal control formulation with path-dependent control …
In a seminal paper Abadie, Diamond, and Hainmueller [2010] (ADH), see also Abadie and Gardeazabal [2003], Abadie et al. [2014], develop the synthetic control procedure for estimating the effect of a treatment, in the presence of a single treated unit and a number of control units, with pre-treatment outcomes observed f…
This work presents an explicit-implicit procedure to compute a model predictive control (MPC) law with guarantees on recursive feasibility and asymptotic stability. The approach combines an offline-trained fully-connected neural network with an online primal active set solver. The neural network provides a control inpu…
In this paper we study a new reinforcement learning setting where the environment is non-rewarding, contains several possibly related objects of various controllability, and where an apt agent Bob acts independently, with non-observable intentions. We argue that this setting defines a realistic scenario and we present …
We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as T unless strong stochastic assumptions are imposed on the disturbance process. We give the first algorithm with logarithmic regret for arbitra…
Motivated by vision-based control of autonomous vehicles, we consider the problem of controlling a known linear dynamical system for which partial state information, such as vehicle position, is extracted from complex and nonlinear data, such as a camera image. Our approach is to use a learned perception map that predi…