Imagen de Portada

SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Goloubentsev, Dmitri, Karpichina, Natalija
Formato:	Preprint
Publicado:	2026
Materias:	Machine Learning Optimization and Control Computational Finance Mathematical Finance Risk Management 49J20, 65K10, 90C30, 93E20 G.1.6; I.2.6
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A model of strategic sustainable investment
por: De Angelis, Tiziano, et al.
Publicado: (2024)

Engineering solutions for non-stationary gas pipeline reconstruction and emergency management
por: Aliyev, Ilgar
Publicado: (2025)

Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
por: Cao, Jingyi, et al.
Publicado: (2024)

Adjoint-based calibration of nonlinear stochastic differential equations
por: Bartsch, Jan, et al.
Publicado: (2023)

Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
por: Rashid, Mohammad H. M
Publicado: (2025)

Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Uncertainty
por: Antil, Harbir, et al.
Publicado: (2024)

On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy
por: Ma, Chutian, et al.
Publicado: (2025)

Optimality conditions for sparse optimal control of viscous Cahn-Hilliard systems with logarithmic potential
por: Colli, Pierluigi, et al.
Publicado: (2024)

Dynamic slippage control and rejection feedback in spot FX market making
por: Barzykin, Alexander
Publicado: (2026)

Risk-averse optimization under distributional uncertainty with Rockafellian relaxation
por: Antil, Harbir, et al.
Publicado: (2026)

Where's Ben Nevis? A 2D optimisation benchmark with 957,174 local optima based on Great Britain terrain data
por: Wei, Yuhang, et al.
Publicado: (2024)

A Scalable Method for Optimal Path Planning on Manifolds via a Hopf-Lax Type Formula
por: Huynh, Edward, et al.
Publicado: (2024)

Explicit Signal-Adaptive Sequential Optimal Execution Quotes
por: Yu, Fenghui
Publicado: (2026)

An online adaptive finite-element method for nonsmooth PDE-constrained optimization
por: Antil, Harbir, et al.
Publicado: (2026)

Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity
por: Chen, Xiaoshan, et al.
Publicado: (2025)

S2MPJ and CUTEst optimization problems for Matlab, Python and Julia
por: Gratton, Serge, et al.
Publicado: (2024)

An Inexact Trust-Region Method for Structured Nonsmooth Optimization with Application to Risk-Averse Stochastic Programming
por: Kouri, Drew P.
Publicado: (2026)

A Simple First-Order Algorithm for Full-Rank Equality Constrained Optimization
por: Gratton, Serge, et al.
Publicado: (2025)

Parametric vibrations of a damaged orthotropic geometrical shell stiffened with an inhomogeneous rod and rings on viscoelastic medium
por: Aliyev, I. G., et al.
Publicado: (2025)

Day-to-Day Traffic Network Modeling under Route-Guidance Misinformation: Endogenous Trust and Resilience in CAV Environments
por: Ka, Eunhan, et al.
Publicado: (2026)

A monotone piecewise constant control integration approach for the two-factor uncertain volatility model
por: Dang, Duy-Minh, et al.
Publicado: (2024)

Equilibrium in Functional Stochastic Games with Mean-Field Interaction
por: Jaber, Eduardo Abi, et al.
Publicado: (2023)

Optimal Control of McKean-Vlasov equations with controlled stochasticity
por: Di Persio, Luca, et al.
Publicado: (2023)

Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
por: Tangpi, Ludovic, et al.
Publicado: (2022)

ASMOP: Additional sampling stochastic trust region method for multi-objective problems
por: Jerinkić, Nataša Krklec, et al.
Publicado: (2025)

IPAS: An Adaptive Sample Size Method for Weighted Finite Sum Problems with Linear Equality Constraints
por: Krejić, Nataša, et al.
Publicado: (2025)

Second-order optimality conditions for the sparse optimal control of nonviscous Cahn-Hilliard systems
por: Colli, Pierluigi, et al.
Publicado: (2024)

prunAdag: an adaptive pruning-aware gradient method
por: Porcelli, Margherita, et al.
Publicado: (2025)

A class of stochastic control problems with state constraints
por: De Angelis, Tiziano, et al.
Publicado: (2026)

Cyclic Relaxed Douglas-Rachford Splitting for Inconsistent Nonconvex Feasibility
por: Dinh, Thi Lan, et al.
Publicado: (2025)

Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications
por: B, Sri Sairam Gautam
Publicado: (2026)

From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems
por: Hsieh, Chung-Han
Publicado: (2022)

Proof-Carrying No-Arbitrage Surfaces: Constructive PCA-Smolyak Meets Chain-Consistent Diffusion with c-EMOT Certificates
por: Zhang, Jian'an
Publicado: (2025)

An objective-function-free algorithm for general smooth constrained optimization
por: Bellavia, S., et al.
Publicado: (2026)

An objective-function-free algorithm for nonconvex stochastic optimization with deterministic equality and inequality constraints
por: Gratton, S., et al.
Publicado: (2026)

Fractional-Boundary-Regularized Deep Galerkin Method for Variational Inequalities in Mixed Optimal Stopping and Control
por: Zhao, Yun, et al.
Publicado: (2025)

Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty
por: Boonen, Tim J., et al.
Publicado: (2026)

Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines
por: Boonen, Tim J., et al.
Publicado: (2025)

Lipschitz minimization and the Goldstein modulus
por: Kong, Siyu, et al.
Publicado: (2024)

Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise
por: Antunes, Felipe J. P., et al.
Publicado: (2025)