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News/Learning to Spend: Model Predictive Control for Budgeting under Non-Stationary Returns
arxiv
PublishedMay 1, 2026 at 4:00 AM
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Learning to Spend: Model Predictive Control for Budgeting under Non-Stationary Returns

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arXiv:2604.27186v1 Announce Type: cross Abstract: We study finite-horizon budget allocation as a closed-loop economic control problem and evaluate receding-horizon Model Predictive Control (MPC) relative to reactive budgeting policies. Budgets are allocated periodically under execution noise and ope

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