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Related papers: Ergodic optimization in dynamical systems

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In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…

Optimization and Control · Mathematics 2025-05-09 Jiacheng Wu , Qi Zhang

We present some new results which relate information to chaotic dynamics. In our approach the quantity of information is measured by the Algorithmic Information Content (Kolmogorov complexity) or by a sort of computable version of it…

Statistical Mechanics · Physics 2007-05-23 V. Benci , C. Bonanno , S. Galatolo , G. Menconi , M. Virgilio

In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and maximization problems under either a blanket stability…

Optimization and Control · Mathematics 2021-01-01 Ari Arapostathis , Anup Biswas , Somnath Pradhan

Due to the increasing popularity of futures trading among financial market participants, the risk management of these instruments is crucial. In this paper, we introduce a model for estimating the ideal time for leaving a trading position…

Probability · Mathematics 2024-10-30 Kiarash Firouzi , Mohammad Jelodari Mamaghani

In the present paper, we study the distribution of the return points in the fibers for a RDS (random dynamical systems) nonuniformly expanding preserving an ergodic probability, we also show the abundance of nonlacunarity of hyperbolic…

Dynamical Systems · Mathematics 2022-05-18 Rafael A. Bilbao

Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…

Dynamical Systems · Mathematics 2026-01-14 Philipp Gohlke , Andrew Mitchell , Dan Rust , Tony Samuel

We investigate the periodically driven dynamics of many-body systems, either classical or quantum, finite-dimensional or mean-field, displaying an unbounded phase-space. Using the lattice $\phi^4$ model and the $p$-spin spherical model as…

Statistical Mechanics · Physics 2024-12-10 Lorenzo Correale , Leticia F. Cugliandolo , Marco Schirò , Alessandro Silva

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Let $F$ be a non-discrete non-Archimedean locally compact field and $\mathcal{O}_F$ the ring of integers in $F$. The main results of this paper are Theorem 1.2 that classifies ergodic probability measures on the space…

Dynamical Systems · Mathematics 2019-02-20 Alexander I. Bufetov , Yanqi Qiu

In this article, we consider the weighted ergodic optimization problem of a class of dynamical systems $T:X\to X$ where $X$ is a compact metric space and $T$ is Lipschitz continuous. We show that once $T:X\to X$ satisfies both the {\em…

Dynamical Systems · Mathematics 2019-08-23 Wen Huang , Zeng Lian , Xiao Ma , Leiye Xu , Yiwei Zhang

We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of…

Dynamical Systems · Mathematics 2014-01-30 Wael Bahsoun , Huyi Hu , Sandro Vaienti

An ergodic support $X_0$ of a dynamical system $(X,T)$ with metrizable compact phase space $X$ is the set of all points $x\in X$ such that the corresponding sequence of empirical measures $\delta_{x,n} = (\delta_x +\delta_{Tx}+\dots…

Dynamical Systems · Mathematics 2023-09-20 V. I. Bakhtin

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…

Mathematical Physics · Physics 2015-05-14 L. Colombo , D. Martin de Diego , M. Zuccalli

In their seminal work, Fermi, Pasta, Ulam and Tsingou explored the connection between statistical mechanics and dynamical properties, such as chaos and ergodicity. Even today, seventy years later, the topic is not fully understood: while…

Statistical Mechanics · Physics 2026-04-01 Marco Baldovin , Marco Cattaneo , Dario Lucente , Paolo Muratore-Ginanneschi , Angelo Vulpiani

In this article, we continue the structural study of factor maps betweeen symbolic dynamical systems and the relative thermodynamic formalism. Here, one is studying a factor map from a shift of finite type $X$ (equipped with a potential…

Dynamical Systems · Mathematics 2022-03-09 John Antonioli , Soonjo Hong , Anthony Quas

Reinforcement learning algorithms commonly seek to optimize policies for solving one particular task. How should we explore an unknown dynamical system such that the estimated model globally approximates the dynamics and allows us to solve…

Machine Learning · Computer Science 2023-10-31 Bhavya Sukhija , Lenart Treven , Cansu Sancaktar , Sebastian Blaes , Stelian Coros , Andreas Krause

This paper addresses structures of state space in quasiperiodically forced dynamical systems. We develop a theory of ergodic partition of state space in a class of measure-preserving and dissipative flows, which is a natural extension of…

Dynamical Systems · Mathematics 2020-10-01 Yoshihiko Susuki , Igor Mezić

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

Statistical Mechanics · Physics 2026-03-09 Talia Baravi , Eli Barkai

We consider a transformation of a normalized measure space such that the image of any point is a finite set. We call such transformation $m$-transformation. In this case the orbit of any point looks like a tree. In the study of…

Dynamical Systems · Mathematics 2007-05-23 Konstantin Igudesman