Related papers: Ergodic Risk-sensitive control -- A survey

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional…

Increasing integration and availability of data on large groups of persons has been accompanied by proliferation of statistical and other algorithmic prediction tools in banking, insurance, marketiNg, medicine, and other FIelds (see e.g.,…

This paper deals with discrete-time Markov control processes on a general state space. A long-run risk-sensitive average cost criterion is used as a performance measure. The one-step cost function is nonnegative and possibly unbounded.…

We consider minimizing the probability of falling below a target growth rate of the wealth process up to a time horizon $T$ in an incomplete market model, and then study the asymptotic behavior of minimizing probability as $T\to\infty$.…

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…

This tutorial survey provides an overview of recent non-asymptotic advances in statistical learning theory as relevant to control and system identification. While there has been substantial progress across all areas of control, the theory…

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying…

In this paper the controllabillity and admissibility of perturbed semigroup systems are studied, using tools from the theory of interpolation and Carleson measures. In addition, there are new results on the perturbation of Carleson measures…

The mastery of skills such as playing tennis or balancing an inverted pendulum implies a very accurate control of movements to achieve the task goals. Traditional accounts of skilled action control that focus on either routinization or…

In this article, we present a feedback control method for tactile coverage tasks, such as cleaning or surface inspection. These tasks are challenging to plan due to complex continuous physical interactions. In these tasks, the coverage…

We consider an optimal control problem with ergodic (long term average) reward for a McKean-Vlasov dynamics, where the coefficients of a controlled stochastic differential equation depend on the marginal law of the solution. Starting from…

This paper studies the notion of W-measurable sensitivity in the context of semigroup actions. W-measurable sensitivity is a measurable generalization of sensitive dependence on initial conditions. In 2012, Grigoriev et. al. proved a…

Highly accurate and robust control of quantum operations is vital for the realization of error-correctible quantum computation. In this paper, we show that the robustness of high-precision controls can be remarkably enhanced through…

These notes are based on a course for a general audience given at the Centro de Modeliamento Matem\'atico of the University of Chile, in December 2004. We study the mean convergence of multiple ergodic averages, that is, averages of a…

We review the recently introduced concept of variety of a financial portfolio and we sketch its importance for risk control purposes. The empirical behaviour of variety, correlation, exceedance correlation and asymmetry of the probability…

In this article, we pay attention to transitive dynamical systems having the shadowing property and the entropy functions are upper semicontinuous. As for these dynamical systems, when we consider ergodic optimization restricted on the…

Measures of risk concentration and their asymptotic behavior for portfolios with heavy-tailed risk factors is of interest in risk management. Second order regular variation is a structural assumption often imposed on such risk factors to…

In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…