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In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Optimization for the MVSKC model is of great difficulty in two…

Portfolio Management · Quantitative Finance 2021-06-11 Jinxin Wang , Zengde Deng , Taoli Zheng , Anthony Man-Cho So

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…

Machine Learning · Computer Science 2021-09-08 Benjamin Eysenbach , Ruslan Salakhutdinov , Sergey Levine

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an $\ell_2$ penalty on the CCA…

Methodology · Statistics 2021-07-30 Elena Tuzhilina , Leonardo Tozzi , Trevor Hastie

This paper proposes a novel sliding mode control (SMC) method for a class of affine dynamic systems. In this type of systems, the high-frequency gain matrix (HFGM), which is the matrix multiplying the control vector in the dynamic equation…

Systems and Control · Computer Science 2018-08-15 Zuren Feng , Ruizhi Sha , Na Lu , Chenlong He

PID control architectures are widely used in industrial applications. Despite their low number of open parameters, tuning multiple, coupled PID controllers can become tedious in practice. In this paper, we extend PILCO, a model-based policy…

Machine Learning · Computer Science 2017-03-09 Andreas Doerr , Duy Nguyen-Tuong , Alonso Marco , Stefan Schaal , Sebastian Trimpe

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

This study introduces the P5 model - a foundational method that utilizes reinforcement learning (RL) to augment control, effectiveness, and scalability in molecular dynamics simulations (MD). Our innovative strategy optimizes the sampling…

Machine Learning · Computer Science 2023-07-25 Paloma Gonzalez-Rojas , Andrew Emmel , Luis Martinez , Neil Malur , Gregory Rutledge

Approximating model predictive control (MPC) policy using expert-based supervised learning techniques requires labeled training data sets sampled from the MPC policy. This is typically obtained by sampling the feasible state-space and…

Optimization and Control · Mathematics 2022-03-16 Dinesh Krishnamoorthy

The combinatorial integral approximation (CIA) is a solution technique for integer optimal control problems. In order to regularize the solutions produced by CIA, one can minimize switching costs in one of its algorithmic steps. This leads…

Optimization and Control · Mathematics 2023-05-23 Felix Bestehorn , Christoph Hansknecht , Christian Kirches , Paul Manns

In multi-label classification, where a single example may be associated with several class labels at the same time, the ability to model dependencies between labels is considered crucial to effectively optimize non-decomposable evaluation…

Machine Learning · Computer Science 2021-06-23 Michael Rapp , Eneldo Loza Mencía , Johannes Fürnkranz , Eyke Hüllermeier

In this paper we investigate a variational discretization for the class of mechanical systems in presence of symmetries described by the action of a Lie group which reduces the phase space to a (non-trivial) principal bundle. By introducing…

Dynamical Systems · Mathematics 2018-07-17 Anthony Bloch , Leonardo Colombo , Fernando Jiménez

Reward sparsity in long-horizon reinforcement learning (RL) tasks remains a significant challenge, while existing outcome-based reward shaping struggles to define meaningful immediate rewards without introducing bias or requiring explicit…

Machine Learning · Computer Science 2025-08-15 Zetian Sun , Dongfang Li , Zhuoen Chen , Yuhuai Qin , Baotian Hu

Underactuated systems pose the challenge of being able to control a plant whose degrees of freedom are not necessarily directly linked to an actuator or where such a relationship is not straightforward. Rotary inverted pendulum is an…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Miguel A. Solis , Sinnu Susan Thomas

The analysis of industrial processes, modelled as descriptor systems, is often computationally hard due to the presence of both algebraic couplings and difference equations of high order. In this paper, we introduce a control refinement…

Systems and Control · Computer Science 2017-04-07 Fei Chen , Sofie Haesaert , Alessandro Abate , Siep Weiland

Linear attention methods offer a compelling alternative to softmax attention due to their efficiency in recurrent decoding. Recent research has focused on enhancing standard linear attention by incorporating gating while retaining its…

Machine Learning · Computer Science 2025-04-08 Yingcong Li , Davoud Ataee Tarzanagh , Ankit Singh Rawat , Maryam Fazel , Samet Oymak

Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in reinforcement learning (RL), especially under non-episodic situations where online learning…

Systems and Control · Electrical Eng. & Systems 2019-06-24 Xin Huang , Duan Li , Daniel Zhuoyu Long

This paper considers gain-scheduling of QSR-dissipative subsystems using scheduling matrices. The corresponding QSR-dissipative properties of the overall matrix-gain-scheduled system, which depends on the QSR properties of the subsystems…

Systems and Control · Electrical Eng. & Systems 2024-11-21 Sepehr Moalemi , James Richard Forbes

The distribution shifts between training and test data typically undermine the performance of models. In recent years, lots of work pays attention to domain generalization (DG) where distribution shifts exist, and target data are unseen.…

Machine Learning · Computer Science 2024-01-05 Wang Lu , Jindong Wang , Yidong Wang , Xing Xie

Model Predictive Control (MPC) is a powerful control strategy; however, its reliance on online optimization poses significant challenges for implementation on systems with limited computational resources. One possible approach to address…

Optimization and Control · Mathematics 2025-02-19 Hassan Jafari Ozoumchelooei , Mehdi Hosseinzadeh