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arXiv2026

Bellman-sufficient Information Complexity

We introduce Bellman-sufficient information complexity for minimax analysis of sequential decision problems. A Bellman-sufficient state retains enough of the history to close the controlled recursion, while an index $Y=χ(Ω)$ specifies the decision-relevant information being charged. The upper bound is a log-penalized Bellman program; the lower bound is a Bellman--Fano comparison along an algorithm-dependent reference trajectory. If the two values match at a common localization scale and the stated admissibility, calibration, and growth conditions hold, they form an information-risk sandwich. UCB, E2D, and AMS/EBO control or relax the upper Bellman bracket in different ways. For the main application, we give a negative answer to a widely studied form of the GP--UCB minimax-optimality question. For every $0<α<1/4$, we construct one bounded continuous kernel whose minimax regret is $Θ(T^{1-α})$ along an infinite sequence of horizons, while two globally calibrated GP--UCB rules incur linear regret under one fixed truth. An epochwise finite-marginal action-index AIR Bellman policy, implemented through robust AIR/AMS/EBO control, attains the minimax order. The construction separates realized information from the cost of uniform optimism: many low-value directions inflate the exploration multiplier and change the trajectory. Through the canonical RKHS feature map, it also yields a finite-horizon polynomial minimax separation for the specified maximal-information-calibrated LinUCB rule. A reproducible experiment illustrates the mechanism.

cs.LG↗

arXiv2026

A Feedback Linearized Model Predictive Control Strategy for Input-Constrained Self-Driving Cars

This paper proposes a novel real-time affordable solution to the trajectory tracking control problem for self-driving cars subject to longitudinal and steering angular velocity constraints. To this end, we develop a dual-mode Model Predictive Control (MPC) solution starting from an input-output feedback linearized description of the vehicle kinematics. First, we derive the state-dependent input constraints acting on the linearized model and characterize their worst-case time-invariant inner approximation. Then, a dual-mode MPC is derived to be real-time affordable and ensuring, by design, constraints fulfillment, recursive feasibility, and uniformly ultimate boundedness of the tracking error in an ad-hoc built robust control invariant region. The approach's effectiveness and performance are experimentally validated via laboratory experiments on a Quanser Qcar. The obtained results show that the proposed solution is computationally affordable and with tracking capabilities that outperform two alternative control schemes.

eess.SY↗

arXiv2026

Provably Safe Decentralized Contingency MPC under State-Only Information and Limited Sensing for Nonlinear Multi-agent Systems

This paper considers decentralized contingency MPC for multi-agent control under a state-only information pattern, with particular focus on limited sensing and plug-and-play operation. The objective is to retain recursive feasibility, safety, and Lyapunov-type convergence while reducing conservatism in local interaction handling. The framework relies on agent-wise fallback regions (safe sets) in which a feasible contingency maneuver to a safe equilibrium is always available. A novel safe-set update mechanism is introduced that supports less conservative decentralized interaction while preserving the underlying guarantees. This, in turn, enables memory-free local interaction and finite sensing ranges without requiring agents to reconstruct the exact neighbor geometry. The resulting scheme remains fully decentralized and preserves the shared-first-input contingency MPC structure. Theoretical guarantees and simulation results illustrate the effectiveness of the approach in dense multi-agent scenarios.

math.OC↗

arXiv2026

Adjoint DSMC Method for Spatially Inhomogeneous Boltzmann Equation with General Boundary Conditions

We develop adjoint Direct Simulation Monte Carlo (DSMC) formulations for the spatially inhomogeneous Boltzmann equation with periodic, specular reflecting, diffuse thermal, and prescribed inflow boundary conditions. Periodic and specular boundaries are treated using a pathwise particle adjoint conditional on the realized event history. For diffuse thermal boundaries, we introduce a randomized-time regularization of wall-crossing events and use score-function terms to differentiate the resulting boundary probabilities. Reparameterization of the outgoing half-Maxwellian samples provides sensitivities with respect to wall temperatures and tangential wall velocities. Prescribed inflow requires a different construction because perturbations of incoming particles affect subsequent cell populations, local collision frequencies, and collision schedules. We therefore derive an ensemble adjoint based on the locally linearized Boltzmann collision operator and evaluate boundary sensitivities using local inflow-source scores, with injection counts held fixed. For a scalar objective, the dominant adjoint cost is largely independent of the number of parameters. Numerical experiments for Maxwell molecules validate the formulations against centered finite differences for thermal, mixed thermal-specular, two-sided inflow, and high-Mach Couette-flow configurations. The results demonstrate consistent gradient estimates, Monte Carlo convergence, stability with respect to the thermal regularization parameter, and accurate sensitivity calculation in a regime with limited relative statistical noise.

math.NA↗

arXiv2026

Horizon-Independent Contraction for Continuous-Time Discounted Regularized Mean-Field Games

We study contraction properties of non-stationary continuous-time mean-field games (MFGs) under discounting and entropy regularization. The state of the representative agent evolves according to a controlled continuous-time Markov chain, and both the state and action spaces are finite. In contrast to the undiscounted case, we show that, under a sufficiently large discount rate, finite-horizon MFGs admit a horizon-independent contraction condition, which also coincides with the corresponding infinite-horizon non-stationary contraction condition. As a byproduct, we obtain an explicit convergence rate between finite- and infinite-horizon mean-field equilibria. For each finite horizon, we further derive a refined contraction criterion from the spectral radius of a positive operator that majorizes the propagation of policy errors, and show that its large-horizon limit agrees with the horizon-independent contraction factor. Finally, we provide an explicit error bound between discounted and undiscounted finite-horizon regularized equilibria.

cs.GT↗

arXiv2026

Riemannian Optimization for Hadamard Products of Low-Rank Matrices

The elementwise Hadamard product of two low-rank matrices provides a parameter-efficient model for data with multiplicative structure, but its modeling is challenging due to the presence of additional symmetries under coupled row/column scalings between the two factors. In order to leverage the geometry of the space, we formulate the learning of such matrices as optimization on a Riemannian quotient manifold. We propose a novel block-diagonal Riemannian metric derived from the pullback of the Frobenius inner product. The metric is shown to be invariant under these symmetries. We develop a Riemannian gradient descent algorithm that uses a tuning-free Gauss--Newton step size and scales linearly in the number of observed entries per iteration. The versatile framework of Riemannian quotient optimization enables both first-order and second-order Riemannian methods, the latter through a closed-form connection and the Riemannian Hessian. Experiments on real and synthetic datasets illustrate the efficacy of our proposed Riemannian approach.

cs.LG↗

arXiv2026

A Systematic Approach to Mechanism Design with Stochastic Dynamic Stability

We consider a resource allocation problem with strategic agents that have private stochastic satisfaction functions and local constraints. To achieve a global optimal solution, we propose an incentive mechanism that induces a game among the agents. For the payment function of the mechanism, we construct a family of quadratic functions using the linear matrix inequality (LMI) approach that implements the social welfare maximizing outcome on the unique Nash equilibrium (NE) of the induced game while ensuring budget balance and individual rationality. Moreover, we propose a decentralized variable sample-size proximal best-response (VS-PBR) algorithm with Krasnoselskij iteration where only aggregate information is available to the agents. The algorithm is dynamically stable, as it is proven to converge in the mean-square sense to the NE of the game. The efficiency of the mechanism is then investigated on the Sioux Falls City transportation network, where electric vehicle (EV) users jointly select their destination and route.

eess.SY↗

arXiv2026

Constrained dynamics for searching saddle points on embedded Riemannian submanifolds of Euclidean space

Finding constrained saddle points on embedded Riemannian submanifolds of Euclidean space is significant for analyzing energy landscapes arising in physics and chemistry. Existing works exploit explicit global/local regular level-set representations of manifolds, which may be unavailable or computationally inconvenient for manifolds represented through, e.g., projectors, factorizations, or rank constraints. In this paper, we develop a constrained saddle dynamic based on embedded-submanifold geometric primitives, completely avoiding the use of explicit representations. In particular, our dynamic is formulated compactly on the Grassmann bundle of the tangent bundle. By analyzing the Grassmann bundle geometry, we rigorously establish the local linear stability of the dynamic and the local linear convergence of the resulting algorithms. Remarkably, our analysis provides the first iterate convergence result for discretized algorithms to saddle points of prescribed indices in embedded-submanifold settings. Moreover, by virtue of the Grassmann bundle formulation, we remove unnecessary nondegeneracy assumptions on the eigenvalues of the Riemannian Hessian that are present in existing works. We also point out that locating saddle points can be more ill-conditioned than finding local minimizers, and requires using nonredundant parametrizations. Finally, numerical experiments on linear eigenvalue problems and electronic excited-state calculations showcase the effectiveness of the proposed algorithms and corroborate the established local theory.

math.NA↗

arXiv2026

Local Identifiability of Networks with Nonlinear Node Dynamics

We study the identifiability of nonlinear network systems with partial excitation and partial measurement when the network dynamics is linear on the edges and nonlinear on the nodes. We assume that the graph topology and the nonlinear functions at the node level are known, and we aim to identify the weight matrix of the graph. Our main result is that, for almost all static analytic nonlinearities that cross the origin, directed graphs are generically locally identifiable if and only if at least one node is excited in every source component of the condensation graph and at least one node is measured in every sink component. This holds even when all other nodes remain unexcited and unmeasured and stands in sharp contrast to most findings on network identifiability requiring measurement and/or excitation of each node. The result applies to homogeneous feed-forward and recurrent artificial neural networks and generalizes previous literature by considering a broader class of activations and architectures.

math.OC↗

arXiv2026

Anchored Scenario Coverage for Failure-Aware First-Hit Batch Inverse Design

Early discovery of at least one valid design satisfying a target requirement is a central objective in failure-prone closed-loop inverse design. A natural batch baseline ranks candidates by a product-form marginal valid-hit score, but selecting the highest-ranked candidates independently can produce redundant recommendations under predictive uncertainty and waste the experiment budget. We introduce ARC-SC(Anchored Risk-Constrained Scenario Coverage), a batch acquisition method that preserves strong marginal candidates as anchors and allocates the remaining batch positions by maximizing complementary coverage over predictive target scenarios under a risk-support constraint. In frozen-oracle closed-loop simulations on superconductivity and JARVIS materials-property benchmarks, ARC-SC yields a statistically supported improvement in first-hit discovery and remains competitive with directionally favorable first-hit performance on more challenging design space. These results establish ARC-SC as a POF-anchored, scenario-aware batch strategy for improving early valid-target discovery under structured experimental failure.

math.OC↗

arXiv2026

Bellman--Shoreline Search in Arbitrary Dimension: Exponential Vector Oscillators, Active Memory, Precession, and Effective Computability

We study online search for an unknown affine hyperplane in $\mathbb{R}^D$, for arbitrary fixed finite dimension. Building on a companion self-similar cell reduction and support-function formulation, we ask how the mechanism changes as the normal space grows from $\mathbb{S}^0$ to $\mathbb{S}^{D-1}$. In $D=1$, alternation and productivity yield an equal-ripple principle and the exact stationary constant $9$. In $D=2$, the analogous relative equilibrium is a logarithmic spiral whose bottleneck chord imposes tangency and selects the pitch. For exponential orbits $Γ(σ)=e^{κσ}ω(σ)$, we develop log-directional geometry, exponentially discounted memory, gauges, and recursive hyperspherical parametrizations. Without a shape ansatz, the bottleneck admits a certificate supported by at most $D$ historical suppliers, and at globally worst phases the current point lies on the active face. Within regular chambers we derive exact variation, tangency, pitch, age, and, in $D=3$, delay-system identities. Odd-dimensional obstructions, antipodal subclasses, and harmonic towers provide constraints and explicit candidate families but are not claimed globally optimal. Finally, the N-COMP theorem shows that $C_D^*$ is a computable real for every fixed finite $D$ and that algebraic polygonal $\varepsilon$-optimal cells can in principle be synthesized. Numerical screening through $D=10$ is kept separate from the proved results.

cs.CG↗

arXiv2026

Beyond Procrustes distances: a multilinear Gromov-Wasserstein distance capturing chirality

Efficiently and robustly analyzing shape data is critical across many scientific disciplines. While chirality is a fundamental property in numerous applications - most notably in molecular science - existing shape analysis metrics fail to distinguish between a shape and its mirror image. To address this gap, we introduce a multilinear generalization of the Gromov-Wasserstein objective. Under mild assumptions, this objective yields a distance between shapes, represented as probability distributions quotiented by a symmetry group $G$. In particular, for $G = SO(d)$, we introduce the Chiral Gromov-Wasserstein ($\mathrm{CGW}$) distance, sensitive to chirality. We establish robustness properties for the multilinear Gromov-Wasserstein distances and develop efficient algorithms to compute them, reformulating the underlying optimization problem by projecting couplings onto a low-dimensional space. We derive algorithms for both local and approximate global solutions, yielding a fully polynomial-time approximation scheme for these problems. We validate the framework through numerical experiments that demonstrate the effectiveness of $\mathrm{CGW}$ as a shape metric for chiral objects.

math.OC↗

arXiv2026

Proof of a Conjecture of De Cock and De Moor

De Cock and De Moor proposed a conjecture connecting two seemingly different viewpoints in stochastic subspace identification, one based on Lyapunov equations and the other on principal angles and canonical correlations. The conjecture was recorded as Problem 9.1 of \emph{Unsolved Problems in Mathematical Systems and Control Theory}. We give a direct finite-dimensional proof under the natural nonresonance condition, without requiring stability or diagonalizability. The key mechanism is the rank-one perturbation, which exposes a hidden Cauchy-matrix structure and reduces the problem to rational interpolation. A density and continuity argument then removes the generic spectral assumptions. The result strengthens the original statement. The eigenvalues agree with algebraic multiplicity, a nonsingularity assumption of the original formulation becomes automatic, and on a dense open set of parameters the two matrices are similar rather than merely cospectral. While this manuscript was being prepared, Gillberg and Löfberg independently posted a proof based on a Lyapunov-kernel identity and the classical $AB$--$BA$ principle. The proof given here was developed independently and follows a different route.

math.OC↗

arXiv2026

Universal Approximation of Nonlinear Operators and Their Derivatives

Establishing Universal Approximation Theorems (UATs) for nonlinear operators and their derivatives is a foundational open problem in Operator Learning (OL) and raises delicate questions in Nonlinear Functional Analysis. We prove the first UATs for $k$-times differentiable nonlinear operators and their derivatives via OL architectures, uniformly on compact sets and in weighted Bastiani--Sobolev spaces for general finite input measures. In full Banach-space generality, these are the first complete generalizations of the corresponding influential classical UATs in [Hornik, 1991] to infinite-dimensional spaces and OL, {and launch Derivative-Informed Operator Learning (DIOL) (i.e. learning nonlinear operators and their derivatives)} on general Banach spaces. Based on our UATs, we formulate Bastiani--Sobolev training in DIOL. We present open frontiers where DIOL and our UATs find applications: high-order accuracy in OL; fast constrained optimization in Banach spaces (e.g. optimal control of PDEs, inverse problems) via Learn-Then-Optimize; numerical methods for infinite-dimensional PDEs (e.g. HJB PDEs on Banach spaces from infinite-dimensional optimal control via Optimize-Then-Learn, such as optimal control of PDEs, SPDEs, path-dependent systems, partially observed systems, mean-field control). We parameterize nonlinear operators via Encoder-Decoder Architectures, classical OL architectures. These include DeepONets, Deep-H-ONets, and PCA-Nets, which our UATs cover. Our UATs are based on (i) Approximation Properties of Banach spaces; (ii) continuous Bastiani differentiability (weaker than continuous Fréchet differentiability); (iii) $C^k_B$ (Bastiani) compact-open topologies; indeed, UA in $C^k$ (Fréchet) compact-open topologies (induced by operator norms) fails; (iv) construction of weighted Bastiani--Sobolev spaces, generalizing classical Gaussian Sobolev spaces on Banach spaces.

cs.LG↗

arXiv2026

Establishing Boundary KKT Convergence of Mirror Descent through Reparameterization

Sequence convergence to a boundary Karush--Kuhn--Tucker (KKT) point has long remained unclear for nonconvex mirror descent with Legendre kernels. The difficulty arises from the blow-up of the gradient of the Legendre kernel at the boundary. Recent work~\cite{dingtoh2026nonkkt} shows that mirror descent can accumulate at non-KKT boundary points despite decreasing objective values, precluding a convergence guarantee to KKT points in general. Despite this negative result, mirror descent remains effective in many real applications. Motivated by this contrast, we address the boundary difficulty directly and establish KKT convergence of mirror descent for a broad class of structured nonconvex problems. We analyze mirror descent in reparameterized variables, where the Hessian metric is flattened and remains nondegenerate as the boundary is approached. Under extension and definability conditions jointly coupling the objective, the Legendre kernel, and the feasible region, the reparameterized sequence has finite length and converges, thereby recovering convergence to a KKT point of the original sequence. Our general framework applies to some concrete instances: Shannon entropy, Fermi--Dirac entropy, and power kernels on polyhedron.

math.OC↗

arXiv2026

Bellman Search in Arbitrary Finite Dimension: A Self-Similar Cell Theorem and Effective Computability of Planar Shoreline Search

A shoreline-search path starts at the origin and must meet an unknown affine line, without knowing either its normal or its distance. We first establish a self-similar reduction theorem for homogeneous search problems whose historical information is a record profile updated by pointwise maximum. Two quasi-returns of the normalized state delimit a block that renews the required profile by itself; a short connector closes this block into a cell. Every finite-ratio path can therefore be approximated, with arbitrarily small loss, by repetitions of a single cell at all scales. The main chain is then made effective. A finite coding of the state space computably bounds the scale factor and normalized length of a nearly optimal cell. For planar Shoreline search, the support function of the convex hull gives an exact cell functional. A one-sided polygonalization then reduces the problem to a computable number of vertices, after which quantifier elimination decides whether a polygonal cell exists below a rational threshold. It follows that the optimal deterministic planar Shoreline value $C_2^*$ is a computable real: for every rational $ε>0$, an algorithm terminates with a rational interval of width at most $ε$ containing $C_2^*$. Additional results---sliding memory, Bellman transitions, deadlines, geometric filters, and relative equilibria---are presented separately as a toolbox for certified computation and for the study of spiral rigidity; they are not used in the computability proof.

cs.CG↗

arXiv2026

Receding Fixed-Horizon Optimization for Near-Time-Optimal Trajectory Planning and Control

Time-optimal trajectory planning and control is central for autonomous vehicles, yet its application and real-time deployment confronts two fundamental challenges: the non-convexity of optimal control problems and the unpredictable computation time inherent to nonlinear programming. To address these challenges, we propose a hierarchical convex optimization framework that addresses both issues by decomposing the original problem into short, fixed-horizon planning cycles. Each cycle solves a convex subproblem within a collision-free region identified by a customized search algorithm; the complete trajectory and control is assembled by concatenating state-input sequences across cycles. Under mild assumptions, we establish finite-time convergence of the decomposition procedure and show that the concatenated solution satisfies the necessary conditions for local optimality. Numerical experiments on randomly generated maps with static and dynamic obstacles demonstrate that the proposed algorithm achieves a higher success rate and substantially lower computation time than sequential convex programming, while maintaining comparable control time. These results show that decomposition-based convex optimization provides a practical pathway to reliable, real-time near-time-optimal trajectory planning.

cs.RO↗

arXiv2026

On the Computational and Statistical Efficiency of the Empirical Maximum Entropy on the Mean Method

The Maximum Entropy on the Mean (MEM) method provides a flexible computational framework for solving inverse problems by combining data fidelity with entropy-based regularization. In practice, however, the prior distribution is typically unknown but can be estimated from data, giving rise to the empirical MEM method. We establish a parametric convergence rate of $O(n^{-1/2})$ in expectation for empirical MEM, improving upon the previously established $O(n^{-1/4})$ guarantee by King-Roskamp et al. (2026). Our proof is based on a novel stability analysis of the primal and dual optimization problems under perturbations of the underlying probability measure, relying only on foundational tools from convex analysis and probability. We further show that the MEM dual problem admits a reformulation as an expected risk minimization problem, thereby placing MEM within the modern framework of stochastic optimization and enabling scalable stochastic gradient algorithms for large-scale inverse problems. Together, these results place empirical MEM as a statistically and computationally efficient methodology for data-driven inverse problems.

math.OC↗