5 papers
Certified Quantum Schrödinger Control via Hierarchical Tucker Models
Nahid Binandeh Dehaghani, Rafal Wisniewski, A. Pedro Aguiar
High-dimensional Schrödinger systems arising from tensor-product discretizations suffer from exponential state growth, making direct controller synthesis and real-time closed-loop…
Indirect methods in optimal control on Banach spaces
Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1
This work focuses on indirect descent methods for optimal control problems governed by nonlinear ordinary differential equations in Banach spaces, viewed as abstract models of dist…
Convolutional Attention in Betting Exchange Markets
Rui Gonçalves, Vitor Miguel Ribeiro, Roman Chertovskih +1
This study presents the implementation of a short-term forecasting system for price movements in exchange markets, using market depth data and a systematic procedure to enable a fu…
From Few-Shot Optimal Control to Few-Shot Learning
Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1
We present an approach to solving unconstrained nonlinear optimal control problems for a broad class of dynamical systems. This approach involves lifting the nonlinear problem to a…
On Minimum-Dispersion Control of Nonlinear Diffusion Processes
Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1
This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relax…