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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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2605207801,040 · Jun 202019922001200920172026
48 results for critical value set

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting and propose novel mechanisms to minimize its effects on both the actor and the cr…

2018-02-26abs ↗pdf ↗

MAGE optimizes policies using action gradients from model-based learning.

problem Lack of direct gradient information from critics in actor-critic methods.
method Model-based actor-critic algorithm that learns action-value gradient.
result MAGE outperforms model-free and model-based baselines on continuous control tasks.

Study uses actor-critic method for continuous-time mean-field control with entropy regularisation.

problem Continuous-time mean-field control in reinforcement learning.
method Actor-critic approach with entropy regularisation, value function alternation, and Wasserstein space parametrisation.
result Derives exact parametrisation of actor and critic functions in linear-quadratic mean-field framework.

New algorithm solves mean-field control problems using actor-critic learning with moment neural networks.

problem Solving mean-field control problems in continuous time reinforcement learning.
method Gradient-based policy and value function learning with moment neural networks on the Wasserstein space.
result Effective solution for diverse mean-field control problems, including multi-dimensional and nonlinear settings.

Let F=(F1,F2,...,Fm):CnCmF=(F_1, F_2, ..., F_m): \mathbb{C}^n \to \mathbb{C}^m be a polynomial dominant mapping with n>mn>m. In this paper we give the relations between the bifurcation set of FF and the set of values where FF is not M-tame as well as the set of generalized critical values of FF. We also construct explicitly a proper su…

2012-05-04abs ↗pdf ↗

Study magnetic geodesics on half-Lie groups, proving Hopf-Rinow theorem for energies above critical value.

problem Investigate magnetic geodesics on half-Lie groups using Riemannian and two-form structures.
method Define Mañé's critical value, prove Finsler geodesic flow equivalence, and apply Hopf-Rinow theorem.
result Hopf-Rinow theorem holds for energies above Mañé's critical value on magnetic geodesics.

The paper explores the structure of Reeb spaces for smooth functions on manifolds.

problem Understanding the structure of Reeb spaces for smooth functions on manifolds.
method Proving the structure of Reeb spaces and showing that any graph can be realized as a Reeb space.
result The Reeb space of a smooth function on a closed manifold with finitely many critical values has a graph structure.

Extends Morse-Forman theory to vector-valued functions for multiparameter persistence.

problem Computing multiparameter persistence with new tools and methods.
method Adapting Forman's theory to vectorial setting and using combinatorial topological dynamics.
result Established more general result for sublevel sets and found a way to induce Morse decomposition.

Parastatistic distribution of a total debt owed to a large number of creditors considered in relation to the duration of these debts. The process of debt calculation depends on the fractal dimension of economic system in which this process takes place. Two actual variants of these dimensions are investigated. Critical …

2016-01-28abs ↗pdf ↗

Smaller actor-critic models lead to performance degradation and overfitting, highlighting the critic's role in value underestimation.

problem Performance degradation and overfitting in actor-critic models with smaller actors.
method Broad empirical investigations and analyses of asymmetric actor-critic setups, exploring techniques to mitigate value underestimation.
result Value underestimation is a key cause of performance degradation in smaller actor-critic models, and the critic plays a crucial role in mitigating this.

We reformulate the option framework as two parallel augmented MDPs. Under this novel formulation, all policy optimization algorithms can be used off the shelf to learn intra-option policies, option termination conditions, and a master policy over options. We apply an actor-critic algorithm on each augmented MDP, yieldi…

2019-04-29abs ↗pdf ↗

The time value of money is a critical factor not only in risk analysis, but also in insurance and financial applications. In this paper, we consider a special class of set-valued risk statistics by introducing the time value of money. In fact, the risk statistics established by this method is closer to financial realit…

2019-04-16abs ↗pdf ↗

For a finite-dimensional (but possibly noncompact) symplectic manifold with a compact group acting with a proper moment map, we show that the square of the moment map is an equivariantly perfect Morse function in the sense of Kirwan, and that the set of critical points of the square of the moment map is a countable dis…

2005-03-18abs ↗pdf ↗

Study on manifolds that map to lower dimensions with specific critical points.

problem Characterizing manifolds that map to Rn1{\mathbb{R}}^{n-1} with round fold maps.
method Analyzing smooth nn-dimensional closed manifolds with n4n \geq 4 and classifying round fold maps up to CC^{\infty} A\mathcal{A}--equivalence.
result Determine which manifolds admit round fold maps into Rn1{\mathbb{R}}^{n-1} and classify these maps.

Decouples critic chunk length from policy to improve policy reactivity and performance.

problem Bootstrapping bias and difficulty in extracting optimal policies from chunked critics.
method Optimizes policy against a distilled critic for partial action chunks, allowing shorter chunks for policy.
result Reliably outperforms prior methods on long-horizon offline goal-conditioned tasks.

Polynomials with distinct critical values have braid monodromy groups equal to braid groups.

problem Understanding the structure of braid monodromy groups of polynomials.
method Analyzing the critical values of polynomials to determine their braid monodromy groups.
result The braid monodromy group of a polynomial equals the braid group if the polynomial has distinct critical values.

We prove the existence and uniqueness of a *projectively equivariant symbol map*, which is an isomorphism between the space of bidifferential operators acting on tensor densities over RnR^n and that of their symbols, when both are considered as modules over an imbedding of sl(n+1,R)sl(n+1,\R) into polynomial vector fields. Th…

2000-06-07abs ↗pdf ↗

We describe how to compute topological objects associated to a polynomial map of several complex variables with isolated singularities. These objects are: the affine critical values, the affine Milnor numbers for all irregular fibers, the critical values at infinity, and the Milnor numbers at infinity for all irregular…

2003-09-19abs ↗pdf ↗

Study finds non-monotonic Value of Information in dynamic multi-market monopoly.

problem Investigates non-monotonicity in Value of Information for a price-setting monopolist.
method Uses a Bayesian inverse problem with Kalman-Bucy-Stratonovich filter in a dynamic discrete model.
result Non-monotonic relationship between signal variance and Value of Information.

We give a global version of Le-Ramanujam mu-constant theorem for polynomials. Let f_t, (t in [0,1]), be a family of polynomials of n complex variables with isolated singularities, whose coefficients are polynomials in t. We consider the case where some numerical invariants are constant (the affine Milnor number, the Mi…

2002-01-15abs ↗pdf ↗

Classical Morse theory proceeds by considering sublevel sets f1(,a]f^{-1}(-\infty, a] of a Morse function f:MRf: M \to R, where MM is a smooth finite-dimensional manifold. In this paper, we study the topology of the level sets f1(a)f^{-1}(a) and give conditions under which the topology of f1(a)f^{-1}(a) changes when passing a cri…

2019-10-11abs ↗pdf ↗

A novel Q-learning variant reduces underestimation bias in deep actor-critic methods for reinforcement learning.

problem Underestimation bias in deep actor-critic methods for reinforcement learning.
method Introduces a parameter-free Q-learning variant that combines maximum and minimum operators to bound value estimates.
result Improves state-of-the-art performance on OpenAI Gym tasks.

WAVE improves stability in reinforcement learning by adaptively weighting critic's loss.

problem Inherent instability in actor-critic reinforcement learning algorithms.
method Wasserstein adaptive value estimation with Sinkhorn approximation.
result Achieves $\mathcal{O}\left(\frac{1}{k} ight)$ convergence rate for critic's mean squared error.

Let SS be a set of critical points of a smooth real-valued function on a closed manifold MM. Generalizing a well-known result of Lusternik--Schnirelmann, Reeken~[R] proved that $\cat S \geq \cat M$. Here we prove a generalization of Reeken"s inequality for gradient-like flows on compact spaces.

1999-08-04abs ↗pdf ↗

Gradient flows of neural networks converge to optimal values or diverge, with thresholds and asymptotic behaviors.

problem Understanding the convergence and divergence of gradient flows in neural networks.
method Analysis of gradient flows on loss landscapes of neural networks using o-minimal structures.
result Gradient flows either converge to optimal values or diverge to infinity, with thresholds and asymptotic behaviors.

In traditional reinforcement learning, an agent maximizes the reward collected during its interaction with the environment by approximating the optimal policy through the estimation of value functions. Typically, given a state s and action a, the corresponding value is the expected discounted sum of rewards. The optima…

2018-06-10abs ↗pdf ↗

We introduce a new critical value c(L)c_\infty(L) for Tonelli Lagrangians LL on the tangent bundle of the 2-sphere without minimizing measures supported on a point. We show that c(L)c_\infty(L) is strictly larger than the Mañé critical value c(L)c(L), and on every energy level e(c(L),c(L))e\in(c(L),c_\infty(L)) there exist infinitely…

2017-02-28abs ↗pdf ↗

Flexible decentralized MARL framework for cooperative multi-agent learning.

problem Complexity and impracticality of centralized MARL in complicated applications.
method Flexible fully-decentralized actor-critic MARL framework using primal-dual hybrid gradient descent.
result Competitive performance in large-scale cooperative multi-agent environments.

Paper proves gradient estimates for Lagrangian mean curvature equation.

problem Proving gradient estimates for Lagrangian mean curvature equation.
method Interior gradient estimates for critical and supercritical Lagrangian mean curvature equation.
result Solves Dirichlet boundary value problem for critical and supercritical Lagrangian mean curvature equation.

We describe a mathematically rigorous differential model for B-type open-closed topological Landau-Ginzburg theories defined by a pair (X,W)(X,W), where XX is a non-compact Kählerian manifold with holomorphically trivial canonical line bundle and WW is a complex-valued holomorphic function defined on XX and whose criti…

2017-09-03abs ↗pdf ↗

Recently many efforts have been made to incorporate persistence diagrams, one of the major tools in topological data analysis (TDA), into machine learning pipelines. To better understand the power and limitation of persistence diagrams, we carry out a range of experiments on both graph data and shape data, aiming to de…

2020-01-16abs ↗pdf ↗