arXiv research

QENDy learns quadratic dynamics from nonlinear systems data.

Paper classifies conic submanifolds in control systems.

We introduce O-systems (Definition \ref{DO}) of orthogonal transformations of ${\Bbb R}^{m}$, and establish $1-1$ correspondences both between equivalence classes of Clifford systems and that of O-systems, and between O-systems and orthogonal multiplications of the form $μ:{\Bbb R}^{n} \times {\Bbb R}^{m} \longrightarr…

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

Study shows certainty equivalent policy minimizes regret in continuous-time systems.

LqgOpt learns optimal control in unknown LQG systems with minimal regret.

Quantizes Stäckel integrable systems into self-adjoint operators.

We consider a financial model where the prices of risky assets are quoted by a representative market maker who takes into account an exogenous demand. We characterize these prices in terms of a system of BSDEs with quadratic growth. We show that this system admits a unique solution for every bounded demand if and only …

Gradient model for memristive systems in neurophysiology and neuromorphic circuits.

The study sets limits on how well systems can be controlled adaptively.

Policy gradient converges to globally optimal policy in nearly linear-quadratic systems.

In this paper, the symmetry group of a differential system of n quadratic homogeneous first order ODEs of n variables is studied. For this purpose, we consider the action of both point and contact transformations to signify the corresponding Lie algebras. We also find the independent differential invariants of these ac…

We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize forward performance processes and their associated optimal trading strategies in a…

Quadratic growth of intersecting curves on surfaces resolved.

We obtain a unified theory of discrete minimal surfaces based on discrete holomorphic quadratic differentials via a Weierstrass representation. Our discrete holomorphic quadratic differential are invariant under Möbius transformations. They can be obtained from discrete harmonic functions in the sense of the cotangent …

Develops a control framework for systemic risk under uncertainty.

Given a space it is easy to obtain the system of geodesic equations on it. In this paper the inverse problem of reconstructing the space from the geodesic equations is addressed. A procedure is developed for obtaining the metric tensor from the Christoffel symbols. The procedure is extended for determining if a second …

Study optimizes resource allocation in noisy systems for better control.

New model-free algorithm achieves similar LQR regret guarantees.

Regularized least-squares approaches have been successfully applied to linear system identification. Recent approaches use quadratic penalty terms on the unknown impulse response defined by stable spline kernels, which control model space complexity by leveraging regularity and bounded-input bounded-output stability. T…

Geodesic flows with diagonalisable integrals are orthogonal.

Hurwitz transformations are defined as specific automorphisms of a Cayley-Dickson algebra. These transformations generate quadratic and nonquadratic forms. We investigate here the Hurwitz transformations corresponding to Cayley-Dickson algebras of dimensions 2m = 2, 4 and 8. The Hurwitz transformations which lead to qu…

We give a classification of quadratic harmonic morphisms between Euclidean spaces (Theorem 2.4) after proving a Rank Lemma. We also find a correspondence between umbilical (Definition 2.7) quadratic harmonic morphisms and Clifford systems. In the case ${\Bbb R}^{4}\longrightarrow {\Bbb R}^{3}$, we determine all quadr…

New integrable systems constructed for non-diagonal Killing tensors.

We present the first computationally-efficient algorithm with $\widetilde O(\sqrt{T})$ regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesvári (2011) and Dean, Mania, Matni, Recht, and Tu (2018).

Given a triangulation of a closed surface, we consider a cross ratio system that assigns a complex number to every edge satisfying certain polynomial equations per vertex. Every cross ratio system induces a complex projective structure together with a circle pattern on the closed surface. In particular, there is an ass…

We consider the fundamental problem of solving quadratic systems of equations in $n$ variables, where $y_i = |\langle \boldsymbol{a}_i, \boldsymbol{x} \rangle|^2$, $i = 1, \ldots, m$ and $\boldsymbol{x} \in \mathbb{R}^n$ is unknown. We propose a novel method, which starting with an initial guess computed by means of a …

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller synthesis, we present the first provably polynomial time algorithm that provides high…

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$ regret under mild assumptions, where $T$ is the time horizon. Our algorithms rely …

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we minimize the worst-case cost, accounting for system uncertainty given the observed …

We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through persistent excitation, while maintaining safety by guaranteeing the satisfaction of st…

Article explores G2-structures with quadratic conditions, finding new ERP and complete solitons.

The paper is devoted to quadratic Poisson structures compatible with the canonical linear Poisson structures on trivial 1-dimensional central extensions of semisimple Lie algebras. In particular, we develop the general theory of such structures and study related families of functions in involution. We also show that th…

2-compatible Lie algebras are quadratic deformations of Lie algebras with specific constraints.

We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We define an equilibrium strategy, which is different from the classical one, and …

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse problems as applied to system identification, we show that near-optimal distributed con…

Study proves existence of equilibrium in incomplete economies with discontinuous volatility.

Paper uses Koopman operator and Nyström method for efficient nonlinear control.

In this paper, we consider a discrete time economy where we assume that the short term interest rate follows a quadratic term structure of a regime switching asset process. The possible non-linear structure and the fact that the interest rate can have different economic or financial trends justify the interest of Regim…

Finding optimal feedback controllers for nonlinear dynamic systems from data is hard. Recently, Bayesian optimization (BO) has been proposed as a powerful framework for direct controller tuning from experimental trials. For selecting the next query point and finding the global optimum, BO relies on a probabilistic desc…

We present the theory of tensors with Young tableau symmetry as an efficient computational tool in dealing with the polynomial first integrals of a natural system in classical mechanics. We relate a special kind of such first integrals, already studied by Lundmark, to Beltrami's theorem about projectively flat Riemanni…

A Gaussian Process Ordinary Differential Equation framework for large continuous dynamical systems

We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts. Banks are minimizing their finite-horizon objective functions which take into a…

New bounds for adaptive control in high dimensions without fixed state space.

Study how transaction costs impact stock returns and holdings in equilibrium.

We study the problem of regret minimization in partially observable linear quadratic control systems when the model dynamics are unknown a priori. We propose ExpCommit, an explore-then-commit algorithm that learns the model Markov parameters and then follows the principle of optimism in the face of uncertainty to desig…

This paper solves quadratic systems with sparse or generative priors.

Geodesic flows with specific integrals are linked to special 4-webs.