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We consider two data-driven approaches to hedging, Reinforcement Learning and Deep Trajectory-based Stochastic Optimal Control, under a stepwise mean-variance objective. We compare their performance for a European call option in the…

Computational Finance · Quantitative Finance 2023-11-22 Ali Fathi , Bernhard Hientzsch

Motion control algorithms in the presence of pedestrians are critical for the development of safe and reliable Autonomous Vehicles (AVs). Traditional motion control algorithms rely on manually designed decision-making policies which neglect…

Robotics · Computer Science 2022-07-14 Luca Crosato , Hubert P. H. Shum , Edmond S. L. Ho , Chongfeng Wei

One unresolved issue is how to scale model-based inverse reinforcement learning (IRL) to actual robotic manipulation tasks with unpredictable dynamics. The ability to learn from both visual and proprioceptive examples, creating algorithms…

Robotics · Computer Science 2024-08-08 Md Shoyib Hassan , Sabir Md Sanaullah

In the coming years and decades, autonomous vehicles (AVs) will become increasingly prevalent, offering new opportunities for safer and more convenient travel and potentially smarter traffic control methods exploiting automation and…

Robotics · Computer Science 2022-10-04 Tianyu Shi , Yifei Ai , Omar ElSamadisy , Baher Abdulhai

Industrial robots are widely used in diverse manufacturing environments. Nonetheless, how to enable robots to automatically plan trajectories for changing tasks presents a considerable challenge. Further complexities arise when robots…

Robotics · Computer Science 2025-02-27 Siddharth Singh , Tian Yu , Qing Chang , John Karigiannis , Shaopeng Liu

We propose a deep reinforcement learning (DRL) methodology for the tracking, obstacle avoidance, and formation control of nonholonomic robots. By separating vision-based control into a perception module and a controller module, we can train…

Robotics · Computer Science 2019-11-19 Yanlin Zhou , Fan Lu , George Pu , Xiyao Ma , Runhan Sun , Hsi-Yuan Chen , Xiaolin Li , Dapeng Wu

Humans can leverage hierarchical structures to split a task into sub-tasks and solve problems efficiently. Both imitation and reinforcement learning or a combination of them with hierarchical structures have been proven to be an efficient…

Robotics · Computer Science 2020-12-15 Yaru Niu , Yijun Gu

Reinforcement learning has demonstrated significant potential in the field of autonomous driving. However, it suffers from defects such as training instability and unsafe action outputs when faced with autonomous racing environments…

Robotics · Computer Science 2026-03-09 Bo Leng , Weiqi Zhang , Zhuoren Li , Lu Xiong , Guizhe Jin , Ran Yu , Chen Lv

We propose a model-free reinforcement learning method for controlling mixed autonomy traffic in simulated traffic networks with through-traffic-only two-way and four-way intersections. Our method utilizes multi-agent policy decomposition…

Artificial Intelligence · Computer Science 2021-11-09 Zhongxia Yan , Cathy Wu

The dominant way to control a robot manipulator uses hand-crafted differential equations leveraging some form of inverse kinematics / dynamics. We propose a simple, versatile joint-level controller that dispenses with differential equations…

Robotics · Computer Science 2021-08-23 Visak Kumar , David Hoeller , Balakumar Sundaralingam , Jonathan Tremblay , Stan Birchfield

We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…

Machine Learning · Computer Science 2024-03-08 Wesley A. Suttle , Vipul K. Sharma , Krishna C. Kosaraju , S. Sivaranjani , Ji Liu , Vijay Gupta , Brian M. Sadler

We present a novel reinforcement learning (RL) based task allocation and decentralized navigation algorithm for mobile robots in warehouse environments. Our approach is designed for scenarios in which multiple robots are used to perform…

Robotics · Computer Science 2022-09-08 Aakriti Agrawal , Senthil Hariharan , Amrit Singh Bedi , Dinesh Manocha

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

Many real-world control problems involve both discrete decision variables - such as the choice of control modes, gear switching or digital outputs - as well as continuous decision variables - such as velocity setpoints, control gains or…

As a typical vehicle-cyber-physical-system (V-CPS), connected automated vehicles attracted more and more attention in recent years. This paper focuses on discussing the decision-making (DM) strategy for autonomous vehicles in a connected…

Signal Processing · Electrical Eng. & Systems 2020-07-20 Teng Liu , Xiaolin Tang , Jinwei Zhang , Wenbo Li , Zejian Deng , Yalian Yang

Urban Traffic Control (UTC) plays an essential role in Intelligent Transportation System (ITS) but remains difficult. Since model-based UTC methods may not accurately describe the complex nature of traffic dynamics in all situations,…

Artificial Intelligence · Computer Science 2018-08-27 Yilun Lin , Xingyuan Dai , Li Li , Fei-Yue Wang

Professional race-car drivers can execute extreme overtaking maneuvers. However, existing algorithms for autonomous overtaking either rely on simplified assumptions about the vehicle dynamics or try to solve expensive…

Robotics · Computer Science 2021-05-11 Yunlong Song , HaoChih Lin , Elia Kaufmann , Peter Duerr , Davide Scaramuzza

Mathematical and computational tools have proven to be reliable in decision-making processes. In recent times, in particular, machine learning-based methods are becoming increasingly popular as advanced support tools. When dealing with…

Optimization and Control · Mathematics 2024-02-23 Christina Schenk , Aditya Vasudevan , Maciej Haranczyk , Ignacio Romero

Developing an autonomous vehicle control strategy for signalised intersections (SI) is one of the challenging tasks due to its inherently complex decision-making process. This study proposes a Deep Reinforcement Learning (DRL) based…

Artificial Intelligence · Computer Science 2025-05-15 Pankaj Kumar , Aditya Mishra , Pranamesh Chakraborty , Subrahmanya Swamy Peruru

In this paper, we explore the challenges associated with navigating complex T-intersections in dense traffic scenarios for autonomous vehicles (AVs). Reinforcement learning algorithms have emerged as a promising approach to address these…

Robotics · Computer Science 2023-10-17 Badr Ben Elallid , Hamza El Alaoui , Nabil Benamar
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