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Language models (LMs) trained on vast quantities of unlabelled data have greatly advanced the field of natural language processing (NLP). In this study, we re-visit the widely accepted notion in NLP that continued pre-training LMs on…
We propose Fractional Policy Gradients (FPG), a reinforcement learning framework incorporating fractional calculus for long-term temporal modeling in policy optimization. Standard policy gradient approaches face limitations from Markovian…
A determinantal point process (DPP) is a probabilistic model of set diversity compactly parameterized by a positive semi-definite kernel matrix. To fit a DPP to a given task, we would like to learn the entries of its kernel matrix by…
Partially observable Markov decision processes (POMDPs) are a powerful abstraction for tasks that require decision making under uncertainty, and capture a wide range of real world tasks. Today, effective planning approaches exist that…
We propose a novel robust Model Predictive Control (MPC) scheme for nonlinear multi-input multi-output systems of relative degree one with stable internal dynamics. The proposed algorithm is a combination of funnel MPC, i.e., MPC with a…
Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…
We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…
This brief aims at the issue of globally composite-learning-based neural fast finite-time (F-FnT) tracking control for a class of uncertain systems in strict-feedback form subject to nonlinearly periodic disturbances. First, uncertain…
Financial models do not merely analyse markets, but actively shape them. This effect, known as performativity, describes how financial theories and the subsequent actions based on them influence market processes, by creating self-fulfilling…
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…
Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying…
In this paper, a novel full form dynamic linearization (FFDL) data-driven model-free adaptive predictive control (MFAPC) method is proposed for a class of discrete-time single-input single-output nonlinear systems. The novelty of MFAPC is…
Motion prediction and cost evaluation are vital components in the decision-making system of autonomous vehicles. However, existing methods often ignore the importance of cost learning and treat them as separate modules. In this study, we…
Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…
Determinantal point processes (DPPs), which arise in random matrix theory and quantum physics, are natural models for subset selection problems where diversity is preferred. Among many remarkable properties, DPPs offer tractable algorithms…
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…
As global energy systems transit to clean energy, accurate renewable generation and renewable demand forecasting is imperative for effective grid management. Foundation Models (FMs) can help improve forecasting of renewable generation and…
Adaptive fuzzy control strategies are established to achieve global prescribed performance with prescribed-time convergence for strict-feedback systems with mismatched uncertainties and unknown nonlinearities. Firstly, to quantify the…
This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital across long and short positions. The key objective is to…
Traditionally, prediction and planning in autonomous driving (AD) have been treated as separate, sequential modules. Recently, there has been a growing shift towards tighter integration of these components, known as Integrated Prediction…