Related papers: On Data-Driven Drawdown Control with Restart Mecha…
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…
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…
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.…
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…
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…
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…
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…
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…
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,…
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…
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.,…
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…
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…
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…
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…
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…
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…
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…
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…
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,…