相关论文: Chaotic Dynamics in Optimal Monetary Policy

The task of inducing, via continuous static state-feedback control, an asymptotically stable heteroclinic orbit in a nonlinear control system is considered in this paper. The main motivation comes from the problem of ensuring convergence to…

Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely, we introduce the Assemblage Regression, a generalized…

We consider a deterministic continuous time model of monopolistic firm, which chooses production and pricing strategies of a single good. Firm's goal is to maximize the discounted profit over infinite time horizon. The no-backlogging…

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

N-flation is a radiatively stable scenario for chaotic inflation in which the displacements of $N \gg 1$ axions with decay constants $f_1 \le \ldots \le f_N < M_P$ lead to a super-Planckian effective displacement equal to the Pythagorean…

Modern control systems must operate in increasingly complex environments subject to safety constraints and input limits, and are often implemented in a hierarchical fashion with different controllers running at multiple time scales. Yet…

In a paper by Willems and coauthors it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a parametrization of linear feedback systems…

This paper is concerned with the global stability of non-critical/critical traveling waves with oscillations for time-delayed nonlocal dispersion equations. We first theoretically prove that all traveling waves, especially the critical…

We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…

The purpose of this paper is to present a novel optimal theoretical framework based on potential flow theory in ideal gas dynamics which provides a smooth extrapolation of Parker's steady solar wind model to the unsteady case. The viability…

We focus on optimal control problems governed by elliptic, quasilinear PDEs. Though there are various examples of such problems in the literature, we make an attempt at describing some general principles by dealing with three basic…

We consider a general chaotic inflation model with non-canonical kinetic term, resulting in attractor solutions for the inflation of quadratic or other monomial type. In particular, the form of the kinetic term and the potential is fixed…

In this paper, we revisit model-free policy search on an important robust control benchmark, namely $\mu$-synthesis. In the general output-feedback setting, there do not exist convex formulations for this problem, and hence global…

Converse optimality theory addresses an optimal control problem conversely where the system is unknown and the value function is chosen. Previous work treated this problem both in continuous and discrete time and non-extensively considered…

We propose a model in which dividend payments occur at regular, deterministic intervals in an otherwise continuous model. This contrasts traditional models where either the payment of continuous dividends is controlled or the dynamics are…

We propose policy gradient algorithms for robust infinite-horizon Markov decision processes (MDPs) with non-rectangular uncertainty sets, thereby addressing an open challenge in the robust MDP literature. Indeed, uncertainty sets that…

Since the classical proportional-integral-derivative (PID) controller has continued to be the most widely used feedback methods in engineering systems by far, it is crucial to investigate the working mechanism of PID in dealing with…

A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…

This paper investigates the structural dynamics of stock market volatility through the Financial Chaos Index, a tensor- and eigenvalue-based measure designed to capture realized volatility via mutual fluctuations among asset prices.…

Robust control seeks stabilizing policies that perform reliably under adversarial disturbances, with $\mathcal{H}_\infty$ control as a classical formulation. It is known that policy optimization of robust $\mathcal{H}_\infty$ control…