3 papers
math.OC2025
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…
q-fin.ST2025
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…
math.OC2025
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…