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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.

168,742 papers · 148 categories

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2765528271,103 · Jun 202019922001200920172026
48 results for robust optimal control

Nonparametric adaptive robust control tackles model uncertainty in stochastic processes.

problem Model uncertainty in stochastic processes.
method Adaptive robust control methodology using online learning and uncertainty reduction, empirical distribution, and Lagrangian duality.
result Nonparametric adaptive robust control approach is preferable to traditional robust frameworks.

Framework for robust control in cooperative systems with uncertain common noise.

problem Optimizing collective behavior of agents in the presence of uncertain common noise.
method Proposes a robust mean-field control framework and proves existence of optimal controls.
result Existence of optimal open-loop controls linked to a lifted robust Markov decision problem.

A framework for robust exploration in reinforcement learning under ambiguity.

problem Optimal stopping under ambiguity in reinforcement learning.
method Continuous-time robust reinforcement learning framework using gg-expectation and backward stochastic differential equations.
result Constructs a robust exploratory stopping time approximating the optimal stopping time under ambiguity.

Study robust control for systems with continuous states using adversarial perturbations.

problem Fragile policies in Markov control models under internal or external perturbations.
method Distributionally robust stochastic control with adaptive adversarial perturbations.
result Optimal robust policies for continuous state systems with uniform learning guarantees.

The paper tackles robust control with uncertain dependence using data-driven methods.

problem Nonparametric robust control under dependence uncertainty in multi-period stochastic systems.
method Nonparametric adaptive robust control framework using stochastic gradient descent ascent algorithm.
result The controller benefits from knowing more about the uncertain model.

Optimizes deep learning training by treating it as an optimal control problem.

problem Fragility of deep neural networks to adversarial inputs.
method Formulates adversarial training as a min-max optimization problem and interprets it as an optimal control problem.
result Provides the first convergence analysis of adversarial training algorithm.

New robust control method for uncertain systems using bootstrapped noise.

problem Designing controllers robust to model uncertainties in finite data.
method Least-squares model estimator, bootstrap resampling, multiplicative noise LQR.
result Significantly outperforms certainty equivalent controllers in numerical tests.

In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under consideration can be solved in terms of associated adaptive robust Bellman equa…

2017-06-07abs ↗pdf ↗

This paper tackles robust control of noisy systems with uncertain distributions.

problem Optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity.
method Develops a convex relaxation to handle the ``concave-max'' geometry and derives a probabilistic performance guarantee.
result Derives an explicit, non-asymptotic bound on the duality gap and proves robust viability conditions.

New metric derived for robust optimization in stochastic control problems.

problem Non-parametric uncertainty in multiperiod stochastic control problems.
method Derived a new metric, adapted (p,)(p, \infty)--Wasserstein distance, and used dynamic programming principle.
result Dynamic programming principle for DRO problems with semi-separable cost functions.

This work frames active inference through control as inference, offering robust control algorithms.

problem Active inference framework lacks practical sensorimotor control algorithms.
method Frame active inference through control as inference, presenting trajectory optimization as inference.
result AI may be framed as partially-observed CaI when the cost function is defined in observation states.

New method reduces over-pessimism in Bayesian control under parameter uncertainty.

problem Over-pessimism in Bayesian control due to misspecified priors.
method Distributionally robust Bayesian control (DRBC) with strong duality and optimization.
result Validated algorithm on synthetic and real data, reducing over-pessimism.

The paper solves TIC LQ control problems using stochastic differential games.

problem Time-inconsistent linear-quadratic stochastic control problems.
method Stochastic differential games, spike variation approach.
result Achieves Nash equilibrium for TIC problems, demonstrating impact of ambiguity aversion.

The paper tackles robust control for insurance contracts under uncertain transition rates.

problem Maximizing utility in insurance contracts with uncertain transition rates.
method Novel robust utility maximization problem under bounded cumulative transition rate uncertainty, using worst-case scenario analysis.
result Existence and uniqueness of worst-case and best-case reserves for insurance contracts.

Safe reinforcement learning framework using optimal transport for robustness.

problem Robustness and safety in deep reinforcement learning with limited data assumptions.
method Optimal transport perturbations to construct worst-case virtual state transitions.
result Significantly improved safety at deployment time compared to standard methods.

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…

2019-09-21abs ↗pdf ↗

Reinforcement Learning optimizes low-thrust interplanetary trajectories under disturbances.

problem Designing robust interplanetary trajectories in the presence of disturbances.
method Reformulated as a Markov Decision Process, RL algorithm Proximal Policy Optimization trained on a deep neural network.
result Deep neural network provides robust nominal trajectory and guidance law.

Framework for robust control under model uncertainty, improving financial derivatives hedging.

problem Model uncertainty in financial derivatives hedging.
method Dynamic programming principle for solving one-step optimization problems.
result Robust hedging strategy outperforms model-based strategies during adverse scenarios.

TVR optimizes black-box simulators by targeting variance reduction over control and noise parameters.

problem Optimizing black-box simulators with uncertain parameters.
method Targeted Variance Reduction (TVR) method that optimizes (x,θ)(\mathbf{x},\boldsymbolθ) jointly.
result Improved robust optimization performance over state-of-the-art methods.

New framework calibrates decision robustness using inverse conformal risk control.

problem Inadequate robustness levels in decision-making due to ad hoc choices.
method Constructs valid estimators to trace miscoverage-regret Pareto frontier.
result Provides distribution-free, finite-sample guarantees on robustness levels.

Optimizes investment model using LSTM for better risk control.

problem Enhancing risk control in multi-factor investment models.
method Combines LSTM with multi-factor investment model for factor selection and weight determination.
result LSTM model outperforms benchmark in risk control metrics.

Paper optimizes financial trading strategies under uncertain market conditions.

problem Guaranteeing robust positive expected profits in financial systems.
method Transformed semi-infinite constraints into structured policies and proposed a novel graphical approach.
result Demonstrated superior risk-adjusted returns and downside risk compared to conventional strategies.

Paper tackles robust control of SDEs with ambiguity, proving value function existence and applying to investment problems.

problem Robust control of SDEs with ambiguity parameters and non-Lipschitz coefficients.
method Existence and uniqueness of value function established through BSDEs with non-linear growth conditions.
result Existence and uniqueness of value function in proper space, verified through BSDEs.

SCPO learns robust policies without modeling disturbance, improving real-world task performance.

problem Poor performance of reinforcement learning in real-world tasks due to disturbance in transition dynamics.
method State-conservative policy optimization (SCPO) that reduces disturbance to state space and approximates it with a gradient-based regularizer.
result SCPO learns robust policies without prior knowledge of disturbance or simulators, improving performance in robot control tasks.

Optimal Control Theory optimizes neural networks, improving robustness and efficiency.

problem Optimizing deep neural networks (DNNs) for better performance and efficiency.
method Integrating Optimal Control Theory with Backpropagation to develop a new optimizer.
result Optimal Control Theoretic Neural Optimizer (OCNOpt) improves upon existing methods in robustness and efficiency.

A new reinforcement learning method reduces action complexity for robust control.

problem Deep reinforcement learning's susceptibility to spurious correlations.
method Minimizing trajectory entropy to encourage simple, predictable actions.
result Trajectory Entropy Reinforcement Learning achieves superior performance and robustness.

Paper proposes online optimization for uncertain systems using machine learning and DRO.

problem Optimization of uncertain dynamical systems with distributional uncertainty.
method Combines machine learning with Distributional Robust Optimization (DRO) to handle uncertainty.
result Online solutions with probabilistic regret bounds for uncertain systems.

Survey of theoretical foundations for policy optimization in control.

problem Understanding the theoretical properties of gradient-based methods in control and reinforcement learning.
method Interdisciplinary review of optimization landscape, convergence, and sample complexity for various control problems.
result Recent theoretical results on stability and robustness in learning-based control.

Decision-calibrated prediction sets improve power system operations by reducing unnecessary costs.

problem Balancing operating costs and reliability in power systems with renewable uncertainty.
method Learn conditional prediction sets as sub-level sets of norm-based score functions, calibrate uncertainty sets based on reliability of downstream decisions.
result Decision-calibrated sets lead to more efficient operations with smaller uncertainty sets and lower costs compared to standard coverage-based calibration.

We study the out-of-sample properties of robust empirical optimization problems with smooth φφ-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness parameter" δδ that controls the size of the deviations from the nominal model. Bu…

2017-11-17abs ↗pdf ↗

We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from operating in an environment, in order to learn to achieve a challenging control goal (e.g., an agile maneuver close to a boundary). A central challenge in this setting is how to quantify…

2019-06-13abs ↗pdf ↗

A framework integrates machine learning with robust control for safer, more reliable systems.

problem Combining machine learning with robust control for systems with stringent safety and reliability requirements.
method Integrates Gaussian Process Regression and state-of-the-art robust controller synthesis within a framework that provides rigorous guarantees.
result Demonstrated improved performance with more data while maintaining rigorous guarantees.

The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context suitable for martingale optimal transportation or, more generally, for optimal tra…

2013-02-07abs ↗pdf ↗

For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter λ(0,1)λ\in(0,1). Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading s…

2012-03-06abs ↗pdf ↗

A method to minimize regret in multi-agent control systems with adversarial disturbances.

problem Optimal control of dynamical systems with adversarial disturbances and multiple agents.
method Reduction from online convex optimization to a distributed algorithm for multi-agent control.
result The resulting distributed algorithm has low regret relative to the optimal precomputed joint policy.

Optimizes query routing to LLMs under cost and resource constraints.

problem Non-uniform or adversarial batching in per-query routing methods leads to cost inefficiency.
method Batch-level, resource-aware routing framework that jointly optimizes model assignment for each batch.
result Robust routing framework improves accuracy by 1-14% over non-robust methods.