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Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

A flow control system is a critical concept for increasing the production capacity of manufacturing systems. To solve the scheduling optimization problem related to the flow control with the aim of improving productivity, existing methods…

Machine Learning · Computer Science 2023-10-13 Hwajong Lee , Chan Kim , Seong-Woo Kim

Common approaches to control a data-center cooling system rely on approximated system/environment models that are built upon the knowledge of mechanical cooling and electrical and thermal management. These models are difficult to design and…

Systems and Control · Computer Science 2018-08-31 Takao Moriyama , Giovanni De Magistris , Michiaki Tatsubori , Tu-Hoa Pham , Asim Munawar , Ryuki Tachibana

In this work, inspired in the symbolic dynamic of chaotic systems and using machine learning techniques, a control strategy for complex systems is designed. Unlike the usual methodologies based on modeling, where the control signal is…

Chaotic Dynamics · Physics 2021-06-08 Pedro García

We assume that we are given a time series of data from a dynamical system and our task is to learn the flow map of the dynamical system. We present a collection of results on how to enforce constraints coming from the dynamical system in…

Machine Learning · Computer Science 2019-05-21 Panos Stinis

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

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

Modeling and control of agent-based models is twice cursed by the dimensionality of the problem, as both the number of agents and their state space dimension can be large. Even though the computational barrier posed by a large ensemble of…

Optimization and Control · Mathematics 2025-07-16 Giacomo Albi , Sara Bicego , Dante Kalise

In this paper we are introducing a new reinforcement learning method for control problems in environments with delayed feedback. Specifically, our method employs stochastic planning, versus previous methods that used deterministic planning.…

Machine Learning · Computer Science 2024-02-02 Zhiyuan Yao , Ionut Florescu , Chihoon Lee

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Advanced model-based controllers are well established in process industries. However, such controllers require regular maintenance to maintain acceptable performance. It is a common practice to monitor controller performance continuously…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Steven Spielberg , Aditya Tulsyan , Nathan P. Lawrence , Philip D Loewen , R. Bhushan Gopaluni

We propose a scheme leveraging reinforcement learning to engineer control fields for generating non-classical states. It is exemplified by the application to prepare spin-squeezed states for an open collective spin model where a linear…

Quantum Physics · Physics 2024-06-17 X. L. Zhao , Y. M. Zhao , M. Li , T. T. Li , Q. Liu , S. Guo , X. X. Yi

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

Deep Kernel Learning (DKL) combines the representational power of neural networks with the uncertainty quantification of Gaussian Processes. Hence, it is potentially a promising tool to learn and control complex dynamical systems. In this…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Robert Reed , Luca Laurenti , Morteza Lahijanian

This paper explores the impact of dynamic entropy tuning in Reinforcement Learning (RL) algorithms that train a stochastic policy. Its performance is compared against algorithms that train a deterministic one. Stochastic policies optimize a…

Robotics · Computer Science 2025-12-23 Youssef Mahran , Zeyad Gamal , Ayman El-Badawy

This paper presents the results of a new deep learning model for traffic signal control. In this model, a novel state space approach is proposed to capture the main attributes of the control environment and the underlying temporal traffic…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Matthew Muresan , Liping Fu , Guangyuan Pan

This paper presents a new theory, known as robust dynamic pro- gramming, for a class of continuous-time dynamical systems. Different from traditional dynamic programming (DP) methods, this new theory serves as a fundamental tool to analyze…

Optimization and Control · Mathematics 2018-09-18 Tao Bian , Zhong-Ping Jiang

Queuing network control is essential for managing congestion in job-processing systems such as service systems, communication networks, and manufacturing processes. Despite growing interest in applying reinforcement learning (RL)…

Machine Learning · Computer Science 2024-09-06 Ethan Che , Jing Dong , Hongseok Namkoong

We study the problem of generating control laws for systems with unknown dynamics. Our approach is to represent the controller and the value function with neural networks, and to train them using loss functions adapted from the…

Robotics · Computer Science 2023-02-21 Selim Engin , Volkan Isler