Related papers: Reproducing kernel approach to linear quadratic me…
We consider optimal control problems for discrete-time random dynamical systems, finding unique perturbations that provoke maximal responses of statistical properties of the system. We treat systems whose transfer operator has an $L^2$…
We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of…
The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares $\sum_j(Y_j - {\mu}(t_j))^2 + {\lambda}\int_a^b [{\mu}"(t)]^2 dt$, where the data are $t_j,Y_j$, $j=1,..., n$. The…
We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…
These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…
Mean-field control (MFC) problems aim to find the optimal policy to control massive populations of interacting agents. These problems are crucial in areas such as economics, physics, and biology. We consider the non-local setting, where the…
In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…
Given a positive definite, bounded linear operator $A$ on the Hilbert space $\mathcal{H}_0:=l^2(E)$, we consider a reproducing kernel Hilbert space $\mathcal{H}_+$ with a reproducing kernel $A(x,y)$. Here $E$ is any countable set and…
Kernel methods approximate nonlinear maps in a data-driven manner by projecting the target map onto a finite-dimensional Hilbert space called the solution space. Traditionally, this space is a subspace of a fixed ambient reproducing kernel…
Motivated by the growing interest in representation learning approaches that uncover the latent structure of high-dimensional data, this work proposes new algorithms for reconstruction-based manifold learning within Reproducing-Kernel…
Much recent work has addressed the solution of a family of partial differential equations by computing the inverse operator map between the input and solution space. Toward this end, we incorporate function-valued reproducing kernel Hilbert…
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…
We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…
We formulate and solve an optimal control problem with cooperative, mean-field coupled linear-quadratic subsystems and additional risk-aware costs depending on the covariance and skew of the disturbance. This problem quantifies the…
This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…
Spectral clustering and diffusion maps are celebrated dimensionality reduction algorithms built on eigen-elements related to the diffusive structure of the data. The core of these procedures is the approximation of a Laplacian through a…
We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…
This study shows how Aronszajn's theory of reproducing kernels can be of use for the construction the Hilbert spaces of quantum theory. We show that the Feynman propagator is an example of a reproducing kernel under a boundedness condition.…
The field of quantum machine learning is a promising way to lead to a revolution in intelligent data processing methods. In this way, a hybrid learning method based on classic kernel methods is proposed. This proposal also requires the…
In this paper, we present a fast and accurate numerical scheme for the solution of fifth-order boundary-value problems. We apply the reproducing kernel Hilbert space method (RKHSM) for solving this problem. The analytic results of the…