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Spectral Ergodic Control with Provable Regret Guarantees

Dr. Tamás Nagy Updated 2026-03-16 21:20 Short Draft Quantitative Finance
Unreviewed draft. This paper has not been human-reviewed. Mathematical claims may be unverified. Use with appropriate caution.
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Abstract

Ergodic control and online regret analysis are usually developed with different tools and assumptions. We present a spectral ergodic control framework where long-run average control objectives and finite-time regret can be analyzed jointly. Our main results provide policy classes with explicit stability and regret bounds derived from mode-wise contraction and uncertainty propagation.

Length
1,775 words
Claims
3 theorems
Status
Draft

Novelty

Unifying ergodic average-cost control and finite-time regret analysis through a shared spectral (OU mode) decomposition, so both guarantees fall out of the same representation.

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