This is quite niche, using d²C/dt² > 0 as the trigger is clever. In bond math convexity tells you when small rate changes produce disproportionately large price moves, same signature shows up when an agent hits a retry loop.. costs accelerate way faster than the work justifies. The zero-variance check is the nice complement, a healthy agent has noisy cost-per-call, a stuck one looks mechanically identical every time.
This is quite niche, using d²C/dt² > 0 as the trigger is clever. In bond math convexity tells you when small rate changes produce disproportionately large price moves, same signature shows up when an agent hits a retry loop.. costs accelerate way faster than the work justifies. The zero-variance check is the nice complement, a healthy agent has noisy cost-per-call, a stuck one looks mechanically identical every time.
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