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An increasing trend in the use of neural networks in control systems is being observed. The aim of this paper is to reveal that the straightforward application of learning neural network feedforward controllers with closed-loop data may…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Johan Kon , Marcel Heertjes , Tom Oomen

The combination of policy search and deep neural networks holds the promise of automating a variety of decision-making tasks. Model Predictive Control (MPC) provides robust solutions to robot control tasks by making use of a dynamical model…

Robotics · Computer Science 2021-05-11 Yunlong Song , Davide Scaramuzza

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

To ensure frequency security in power systems, both the rate of change of frequency (RoCoF) and the frequency nadir (FN) must be explicitly accounted for in real-time frequency-constrained optimal power flow (FCOPF). However, accurately…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Fan Jiang , Xingpeng Li , Pascal Van Hentenryck

This paper proposes a novel approach to improve the performance of distributed nonlinear control systems while preserving stability by leveraging Deep Neural Networks (DNNs). We build upon the Neural System Level Synthesis (Neur-SLS)…

Optimization and Control · Mathematics 2024-08-01 Danilo Saccani , Leonardo Massai , Luca Furieri , Giancarlo Ferrari-Trecate

Model predictive control (MPC) for linear systems with quadratic costs and linear constraints is shown to admit an exact representation as an implicit neural network. A method to "unravel" the implicit neural network of MPC into an explicit…

Systems and Control · Electrical Eng. & Systems 2024-04-19 Ross Drummond , Pablo R Baldivieso-Monasterios , Giorgio Valmorbida

Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…

Machine Learning · Computer Science 2025-08-12 Jaike van Twiller , Yossiri Adulyasak , Erick Delage , Djordje Grbic , Rune Møller Jensen

Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets…

Trading and Market Microstructure · Quantitative Finance 2021-09-14 Lin Li

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data.…

Computational Engineering, Finance, and Science · Computer Science 2019-04-09 Paraskevi Nousi , Avraam Tsantekidis , Nikolaos Passalis , Adamantios Ntakaris , Juho Kanniainen , Anastasios Tefas , Moncef Gabbouj , Alexandros Iosifidis

This paper addresses the problem of designing recommendation systems for social networks and e-commerce platforms from a control-theoretic perspective. We treat the design of recommendation systems as a state-feedback infinite-horizon…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Simone Mariano , Paolo Frasca

The article sets and solves the task to control an error of the artificial neural network with variable signal conductivity. This kind of neural networks was especially developed to construct timetables. Behavior of such a neural network…

Optimization and Control · Mathematics 2016-08-17 Alexander Ignatenkov , Alexey Olshansky

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

Learning-based model predictive control (MPC) is an approach designed to reduce the computational cost of MPC. In this paper, a constrained deep neural network (DNN) design is proposed to learn MPC policy for nonlinear systems. Using…

Systems and Control · Electrical Eng. & Systems 2023-03-30 Farshid Asadi

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

In this work, we consider the problem of learning a feed-forward neural network controller to safely steer an arbitrarily shaped planar robot in a compact and obstacle-occluded workspace. Unlike existing methods that depend strongly on the…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Panagiotis Vlantis , Leila J. Bridgeman , Michael M. Zavlanos

Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations, changing data distributions, and a low…

Statistical Finance · Quantitative Finance 2019-12-20 Brandon Da Silva , Sylvie Shang Shi

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

In this paper, wireless video transmission to multiple users under total transmission power and minimum required video quality constraints is studied. In order to provide the desired performance levels to the end-users in real-time video…

Machine Learning · Computer Science 2018-10-18 Chuang Ye , M. Cenk Gursoy , Senem Velipasalar

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

Neural operator methods have emerged as powerful tools for learning mappings between infinite-dimensional function spaces, yet their potential in optimal control remains largely unexplored. We focus on multi-task control problems, whose…

Machine Learning · Computer Science 2026-04-07 David Sewell , Xingjian Li , Stepan Tretiakov , Krishna Kumar , David Fridovich-Keil
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