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.
SS-SARSA tackles recovering bandits by treating rounds as states.
We determine several necessary and sufficient conditions for a closed almost-complex orbifold with cyclic local groups to admit a nonvanishing vector field. These conditions are stated separately in terms of the orbifold Euler-Satake characteristics of and its sectors, the Euler characteristics of the underlyin…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop the explicit solution for this class of problem. The revealed optimal control poli…
The health state assessment and remaining useful life (RUL) estimation play very important roles in prognostics and health management (PHM), owing to their abilities to reduce the maintenance and improve the safety of machines or equipment. However, they generally suffer from this problem of lacking prior knowledge to …
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk management. The linear constraint on both the control and state variables considered…