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Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to…

Machine Learning · Computer Science 2023-06-27 Jun Song , Chaoyue Zhao

Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

Machine Learning · Computer Science 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes.…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Richard Schoeffauer , Gerhard Wunder

With the increasing integration of power plants into the frequency-regulation markets, the importance of optimal trading has grown substantially. This paper conducts an in-depth analysis of their optimal trading behavior in sequential…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Saeed Nordin , Abolfazl Khodadadi , Priyanka Shinde , Evelin Blom , Mohammad Reza Hesamzadeh , Lennart Söder

Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks. Models trained with early stopping often provide relatively accurate…

Machine Learning · Statistics 2023-06-28 Ziyi Liang , Yanfei Zhou , Matteo Sesia

Optimal control models for limit order trading often assume that the underlying asset price is a Brownian motion since they deal with relatively short time scales. The resulting optimal bid and ask limit order prices tend to track the…

Trading and Market Microstructure · Quantitative Finance 2016-11-15 Saran Ahuja , George Papanicolaou , Weiluo Ren , Tzu-Wei Yang

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

Systems and Control · Computer Science 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

In this paper we develop novel results on self triggering control of nonlinear systems, subject to perturbations and actuation delays. First, considering an unperturbed nonlinear system with bounded actuation delays, we provide conditions…

Optimization and Control · Mathematics 2011-08-29 M. D. Di Benedetto , S. Di Gennaro , A. D'Innocenzo

We study the rate-cost tradeoff in rate-limited control of general stochastic control systems, including nonlinear systems, over a finite horizon. At each time step, an encoder observes the state and transmits a description to a controller,…

Information Theory · Computer Science 2026-04-23 Eray Unsal Atay , Venkat Chandrasekaran , Victoria Kostina

We present a numerical method for generating the state-feedback control policy associated with general undiscounted, constant-setpoint, infinite-horizon, nonlinear optimal control problems with continuous state variables. The method is…

Optimization and Control · Mathematics 2021-04-23 Jonathan Lock , Tomas McKelvey

We present a framework for model-free learning of event-triggered control strategies. Event-triggered methods aim to achieve high control performance while only closing the feedback loop when needed. This enables resource savings, e.g.,…

Systems and Control · Electrical Eng. & Systems 2021-04-26 Niklas Funk , Dominik Baumann , Vincent Berenz , Sebastian Trimpe

An important problem in training deep networks with high capacity is to ensure that the trained network works well when presented with new inputs outside the training dataset. Dropout is an effective regularization technique to boost the…

Computer Vision and Pattern Recognition · Computer Science 2017-12-06 Mostafa Rahmani , George Atia

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

We study the problem of data-driven, constrained control of unknown nonlinear dynamics from a single ongoing and finite-horizon trajectory. We consider a one-step optimal control problem with a smooth, black-box objective, typically a…

Optimization and Control · Mathematics 2022-06-23 Abraham P. Vinod , Arie Israel , Ufuk Topcu

Restart strategies are an important factor in the performance of conflict-driven Davis Putnam style SAT solvers. Selecting a good restart strategy for a problem instance can enhance the performance of a solver. Inspired by recent success…

Artificial Intelligence · Computer Science 2009-07-30 Shai Haim , Toby Walsh

We propose a two-component data-driven controller to safely perform docking maneuvers for satellites. Reinforcement Learning is used to deduce an optimal control policy based on measurement data. To safeguard the learning phase, an…

Optimization and Control · Mathematics 2024-07-30 Simon Gottschalk , Lukas Lanza , Karl Worthmann , Kerstin Lux-Gottschalk

This article studies the control ideas of the optimal backstepping technique, proposing an event-triggered optimal tracking control scheme for a class of strict-feedback nonlinear systems with non-affine and nonlinear faults. A simplified…

Optimization and Control · Mathematics 2024-06-13 Ling Wang , Xin Wang , Ziming Wang

We study the problem of policy repair for learning-based control policies in safety-critical settings. We consider an architecture where a high-performance learning-based control policy (e.g. one trained as a neural network) is paired with…

Artificial Intelligence · Computer Science 2020-08-19 Weichao Zhou , Ruihan Gao , BaekGyu Kim , Eunsuk Kang , Wenchao Li

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann