Dynamic systems linked to infinite permutation matrices.
problem Dynamic equivalence of control systems.
method Association of infinite permutation matrices.
result Relationship between dynamic equivalences and permutation matrices.
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48 results for “dynamic equivalence”
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…
Study absolute equivalence for Pfaffian systems, applying to control systems.
problem Absolute equivalence of Pfaffian systems with specific independence conditions.
method Structural results for Pfaffian systems of corank 3, applied to control systems.
result Dynamic feedback linearization of control systems with 2 inputs.
Deep learning solves dynamic programming with recursive utility.
problem Challenges in solving high-dimensional discrete-time dynamic programming problems with recursive utility.
method Certainty Equivalent Learning (CEL) algorithm that learns certainty-equivalent value directly with neural networks.
result Accurate value and policy approximations in high-dimensional problems, comparable to VFI in some cases.
This paper investigates dynamics that persist under isotopy in classes of orientation-preserving homeomorphisms of orientable surfaces. The persistence of periodic points with respect to periodic and strong Nielsen equivalence is studied. The existence of a dynamically minimal representative with respect to these relat…
MuZero visualizes its internal representations to stabilize planning.
problem Stability issues in MuZero's planning process.
method Visualized MuZero's latent representations and proposed regularization techniques.
result Action trajectories diverge between observation embeddings and internal state transitions, leading to instability.
Given a sub-hyperbolic semi-rational branched covering which is not CLH-equivalent a rational map, it must have the non-empty canonical Thurston obstruction. By using this canonical Thurston obstruction, we decompose this dynamical system in this paper into several sub-dynamical systems. Each of these sub-dynamical sys…
Links and dynamicsmath.DS
This paper classifies links in 3D dynamical systems.
problem Classifying links in 3D dynamical systems.
method Analyzing diffeomorphisms and link complements in .
result Countable number of equivalence classes of tame links in .
New conditional risk measures called conditional generalized quantiles defined and characterized.
problem Developing new risk measures for dynamic risk assessment.
method Propose and characterize conditional generalized quantiles using expected utility model and equivalent conditions.
result Characterized conditional generalized quantiles as well-defined and equivalent to a conditional first order condition.
The space AH(M) of marked hyperbolic 3-manifold homotopy equivalent to a compact 3-manifold with boundary M sits inside the PSL_2(C)-character variety X(M) of π_1(M). We study the dynamics of the action of Out(π_1(M)) on both AH(M) and X(M). The nature of the dynamics reflects the topology of M. The quotient AI(M)=AH(M…
Paper develops a new framework for analyzing certainty equivalents and dynamic risk premia using Malliavin calculus and Wiener chaos analysis.
problem Limitations of Arrow-Pratt approximation for arbitrary sequences of vanishing risks.
method Develops a new framework based on Malliavin calculus and Wiener chaos analysis, combining Itô calculus, the Clark--Ocone representation, and the Wiener chaos decomposition.
result Establishes a unified framework linking expected utility theory, stochastic analysis, and Wiener chaos expansions, revealing higher-order certainty equivalents and dynamic risk premia.
CEFOL uses deep learning for dynamic programming with recursive utility.
problem Challenges in solving dynamic programming problems with recursive utility.
method Introduces a separate neural network for certainty equivalent, uses first-order optimality conditions to learn value and policy functions.
result CEFOL achieves high accuracy in learning value and policy functions, matching VFI benchmarks.
Certainty equivalent controllers perform nearly optimally in LQ control problems with unknown dynamics.
problem Optimizing control in systems with unknown transition dynamics.
method Analysis of certainty equivalent controllers and comparison to optimal LQ controllers, using perturbation bounds for discrete Riccati equations.
result Sub-optimality gap scales as the square of the parameter error, improving upon previous results.
Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamicsq-fin.MF
The article provides representations of exchange option prices under SVJD dynamics.
problem Modeling and pricing exchange options under stochastic volatility and jumps.
method Develops representations for European and American exchange options using SVJD dynamics and equivalent martingale measures.
result Derives integro-partial differential equations and representations for exchange option prices.
The paper introduces a new method for estimating optimal policies in dynamic treatment regimes using information geometry.
problem Estimating optimal policies in dynamic treatment regimes.
method Minimum information divergence method based on -power divergence.
result The -power divergence method effectively seeks the optimal policy by vanishing the divergence between policy-equivalent Q-functions.
Paper unifies subspace identification and DMD for dynamical systems.
problem Estimating dynamical models from data.
method Unified optimization and regression problems for SID and DMD.
result Proves equivalence of SID and DMD for optimal model construction.
Characterizes Anosov flows via contact geometry.
problem Understanding Anosov 3-flows through contact geometry.
method Investigates interactions with Reeb dynamics and proves a technical theorem.
result Space of adapted geometries homotopy equivalent to Anosov flows.
Dynamic regret minimization is shown equivalent to static regret minimization for linear losses.
problem Dynamic regret minimization in online convex optimization.
method Equivalence between dynamic and static regret minimization for linear losses.
result Dynamic regret minimization is equivalent to static regret minimization for linear losses.
We study the dynamic indifference pricing with ambiguity preferences. For this, we introduce the dynamic expected utility with ambiguity via the nonlinear expectation--G-expectation, introduced by Peng (2007). We also study the risk aversion and certainty equivalent for the agents with ambiguity. We obtain the dynamic …
Universality of the Basilicamath.DS
The Basilica Julia set is universally equivalent to other complex dynamics sets.
problem Establishing the universality of the Basilica Julia set.
method Quasiconformal equivalence and geometric finiteness.
result The Basilica Julia set is quasiconformally equivalent to other complex dynamics sets.
Solves Merton's investment-consumption problem with certainty equivalent approach.
problem Maximizing CRRA utility of consumption over time and investment mix.
method Identifies a certainty equivalent problem for the Merton problem, reformulates it as an SOCP, and applies it to model predictive control.
result The certainty equivalent problem can be solved as an SOCP, facilitating model predictive control.
Paper introduces EEMs for pricing contingent claim returns.
problem Computing expected future prices of contingent claims.
method Dynamic change of measure approach to construct EEMs.
result EEMs provide physical and pricing expectations of contingent claim prices.
Hitting the High-Dimensional Notes: An ODE for SGD learning dynamics on GLMs and multi-index modelsmath.OC
Analyzes SGD dynamics in high-dimensional settings for GLMs and multi-index models.
problem Understanding SGD learning in high-dimensional settings for generalized linear models and multi-index models.
method Deterministic equivalent of SGD as ODEs and simplified SDE for analysis.
result Obtained learning rate thresholds and convergence guarantees for SGD.
Characterizes convex cocompact actions in projective space with dynamical properties.
problem Understanding convex cocompact group actions in projective space.
method Dynamical characterization and expansion property analysis.
result Equivalence of convex cocompactness to an expansion property in different Grassmannians.
Q-learning adapted to find near-equivalent treatment strategies.
problem Finding optimal treatment sequences in dynamic treatment regimes.
method Introducing a worst-value tolerance criterion to find sets of near-equivalent policies.
result Constructs families of near-equivalent treatment strategies.
Study on identifying and inferring nonlinear dynamics on unknown networks.
problem Identifying network structure in nonlinear dynamic systems with unknown interactions.
method Showed network structure is not generically identified, requiring sufficient spectral heterogeneity. Developed necessary and sufficient conditions for identification and proposed a semiparametric estimator.
result Necessary and sufficient conditions for identification of network structure in nonlinear dynamic systems.
This paper introduces new risk measures for evaluating losses with varying time horizons.
problem Capturing horizon risk and cash non-additivity in risk evaluation.
method Uses BSDEs and shortfall approaches to develop h-generalized shortfall risk measures.
result Introduces hq-entropic risk measures as a new family of fully-dynamic risk measures.
The paper proves metrizability and dynamics of Weil bundles.
problem Metrizability and dynamics of Weil bundles in differential geometry.
method Investigation of metrizability and dynamics of Weil bundles for smooth compact manifolds and Weil algebras.
result A canonical, complete, weighted metric \(\mathfrak{d}_w\) on \(M^\mathbf{A}\) that encodes geometry and deformations.
The paper proves rigidity results for Anosov flows and their orbit equivalences.
problem Characterizing orbit equivalences of Anosov flows and their dynamics.
method Using hyperbolic-like dynamics, the paper proves a spectral rigidity theorem and gives efficient criteria for orbit equivalences.
result Characterizes orbit equivalent flows in terms of fundamental group elements represented by periodic orbits.
We introduce, in continuous time, an axiomatic approach to assign to any financial position a dynamic ask (resp. bid) price process. Taking into account both transaction costs and liquidity risk this leads to the convexity (resp. concavity) of the ask (resp. bid) price. Time consistency is a crucial property for dynami…
Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.
problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.
Lehmer's question is equivalent to one about generalized growth rates of Lefschetz numbers of iterated pseudo-Anosov surface homeomorphisms. One need consider only homeomorphisms that arise as monodromies of fibered knots in lens spaces L(n,1), n>0. Lehmer's question for Perron polynomials is equivalent to one about ge…
Hamilton-Jacobi Equations of Controlled Magnetic Hamiltonian System with Nonholonomic Constraintmath.SG
Study magnetic Hamiltonian systems with constraints, deriving Hamilton-Jacobi equations.
problem Understanding dynamics of controlled magnetic Hamiltonian systems with constraints.
method Defined CMH system, derived Hamilton-Jacobi equations for different constraints.
result Invariant solutions of Hamilton-Jacobi equations under CMH-equivalence.
Investigates set-valued risk measures for processes and vectors, proving equivalence and providing new dual representations.
problem Investigates set-valued risk measures for processes and vectors.
method Utilizes equivalence of risk measures for processes and vectors and their penalty function formulations.
result Provides new dual representation for risk measures for processes in the set-valued framework.
New tools analyze the complexity of left-ordering equivalence relations in groups and 3-manifolds.
problem Analyzing the complexity of conjugacy equivalence relations in left-orderable groups and 3-manifolds.
method Developed new tools to analyze the complexity of the conjugacy equivalence relation for left-orderable groups . Used these tools to demonstrate non-smoothness and initiate a systematic analysis of for 3-manifolds.
result Proved that if is not prime, then is a universal countable Borel equivalence relation, and showed that in certain cases the complexity of is bounded below by the complexity of the conjugacy equivalence relation arising from the fundamental group of each of the JSJ pieces of . Also proved that if is the complement of a nontrivial knot in , then is not smooth, and showed how determining smoothness of for all knot manifolds is related to the L-space conjecture.
We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of measures, and in particular, we provide necessary and sufficient condition for a Dyn…
Neural circuits integrate continuous dynamics efficiently.
problem Efficiently integrating continuous neural dynamics for simulation and learning.
method Compact neural circuits for Runge-Kutta and Adams-Bashforth-Moulton methods.
result Equivalence of neural and numerical integration for polynomial systems.
In an -framework, we present a few extension theorems for linear operators. We focus the attention on majorant preserving and sandwich preserving types of extensions. These results are then applied to the study of price systems derived by a reasonable restriction of the class of equivalent martingale measures…
Dropout and RaM become equivalent in large ResNets as depth and width increase.
problem Improving performance in deep learning models.
method Comparing Dropout and Random Gradient Masking in ResNets.
result Dropout and RaM converge to the same large-scale limiting dynamics in ResNets.
Introduces new performance measures using scaled utility functions.
problem Performance measurement in financial contexts.
method Certainty equivalents defined via scaled utility functions, well-posed portfolio optimization problem under generic conditions.
result Link between portfolio dynamics, benchmark process, and utility function choice in the long-run setting.
Formulates Markov property for risk-sensitive dynamic optimisation.
problem Risk-sensitive dynamic optimisation problems in discrete time.
method Formulates probabilistic Markov property under dynamic risk framework.
result Property holds for standard risk measures and has multiple equivalent versions.
Paper tackles robust optimization under uncertainty using nested distance.
problem Optimizing under distributionally robust uncertainty with nested distance.
method Equivalent recursive and dynamic programming reformulations for tractable optimization.
result Optimal robust policies can be found efficiently using convex optimization.
Paper shows geometric frequency and Lagrange derivative equivalence for electric and fluid systems.
problem Understanding and classifying system operating conditions based on electric quantity waveform distortions.
method Demonstrates equivalence between geometric frequency and Lagrange derivative through numerical examples.
result Identifies components of Lagrange derivative that relate to geometric frequency and waveform distortions.
We study infinite covolume discrete subgroups of higher rank semisimple Lie groups, motivated by understanding basic properties of Anosov subgroups from various viewpoints (geometric, coarse geometric and dynamical). The class of Anosov subgroups constitutes a natural generalization of convex cocompact subgroups of ran…
We prove the Fundamental Theorem of Asset Pricing for a discrete time financial market where trading is subject to proportional transaction cost and the asset price dynamic is modeled by a family of probability measures, possibly non-dominated. Using a backward-forward scheme, we show that when the market consists of a…
Study on adversarial training dynamics in high dimensions using SGD.
problem Analyzing adversarial training of models in high-dimensional settings.
method Deriving deterministic equivalents for SGD iterates under Gaussian mixtures.
result No constant learning rate guarantees monotone descent in adversarial training.
We study vector fields of the plane preserving the form of Liouville. We present their local models up to the natural equivalence relation, and describe local bifurcations of low codimension. To achieve that, a classification of univariate functions is given, according to a relation stricter than contact equivalence. W…
DES training speeds up large-scale recommender systems convergence.
problem Training large-scale recommender systems with dynamic sparse features.
method Distributed Equivalent Substitution (DES) framework for fully synchronous training.
result DES achieves higher AUC and up to 68.7% communication savings.