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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.

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0111 · Aug 201919922001200920172026
5 results for k-optimal

Solutions to a specific problem are shown to be locally Lipschitz but not differentiable.

problem Locally Lipschitz viscosity solutions to the σkσ_k-Loewner-Nirenberg problem on annuli.
method Analytical proof of regularity and non-differentiability.
result Solutions are $C^{1, rac{1}{k}}_{ m loc}$ in each of the annulus regions and have a jump in radial derivative.

This paper generalizes BO uncertainty measures using decision-theoretic entropies.

problem Efficiently inferring optima of expensive black-box functions.
method Introduces a generalized entropy measure from statistical decision theory to optimize Bayesian optimization.
result Demonstrates strong empirical performance across various sequential decision-making tasks.

New algorithm learns optimal policies in strategic MDPs with private types.

problem Optimal policy learning in strategic MDPs with private types and information asymmetry.
method PLAN algorithm using instrumental variable regression and pessimism principle.
result PLAN achieves near-optimal policy with 1/K1 / \sqrt{K} optimality.