A concept of antifragility for dynamical systems
Dynamical Systems
2024-11-12 v2 Chaotic Dynamics
Abstract
This paper defines antifragility for dynamical systems as convexity of a newly introduced "logarithmic rate". It shows how to compute this rate for positive linear systems, and it interprets antifragility in terms of pulsed alternations of extreme strategies in comparison to average uniform strategies.
Keywords
Cite
@article{arxiv.2410.17953,
title = {A concept of antifragility for dynamical systems},
author = {Eduardo D. Sontag},
journal= {arXiv preprint arXiv:2410.17953},
year = {2024}
}
Comments
Changed definition to use "limsup" and hence apply when limit doesn't exist. Also allowing now possible dependence on initial state. Slightly modified def of antifragile to make clear distinction between reward or cost problem. Minor typos and rewordings. No change in any mathematical result