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The aim of this paper is to explain how parameters adjustments can be integrated in the design or the control of automates of trading. Typically, we are interested by the online estimation of the market impacts generated by robots or single…

Computational Finance · Quantitative Finance 2017-12-06 N Baradel , B Bouchard , Ngoc Minh Dang

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

Optimization and Control · Mathematics 2020-09-01 Katherine Hendrickson , Matthew Hale

Stability enforcement remains a challenge in data-driven control paradigms, where no parametrised model of the system is available. For instance, the system's instabilities can be estimated in order to enforce a closed-loop stability…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Basile Bouteau , Pauline Kergus , Pierre Vuillemin

Adaptive control strategies usually are designed based on gradient methods for the sake of simplicity in Lyapunov analysis. However, least squares (LS)-based parameter identifiers, with proper selection of design parameters, exhibit better…

Systems and Control · Electrical Eng. & Systems 2022-04-04 Nursefa Zengin , Baris Fidan , Ladan Khoshnevisan

This letter proposes a convolutional neural network (CNN)-based adaptive controller wtih three notable features: 1) it determines control input directly from historical sensor data (in an end-to-end process); 2) it learns the desired…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Myeongseok Ryu , Kyunghwan Choi

It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Hefu Ye , Yongduan Song

In this paper, we solve the problem of finding a certified control policy that drives a robot from any given initial state and under any bounded disturbance to the desired reference trajectory, with guarantees on the convergence or bounds…

Robotics · Computer Science 2020-11-26 Dawei Sun , Susmit Jha , Chuchu Fan

We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…

Optimization and Control · Mathematics 2024-09-12 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

In this paper, we investigate the model reference adaptive control approach for uncertain piecewise affine systems with performance guarantees. The proposed approach ensures the error metric, defined as the weighted Euclidean norm of the…

Systems and Control · Electrical Eng. & Systems 2022-01-21 Tong Liu , Martin Buss

This paper develops a sparsity-promoting integral concurrent learning (SP-ICL) adaptation law for a linearly parametrized uncertain nonlinear control-affine system. The unknown parameters are learned using ICL with sparsity-promoting…

Optimization and Control · Mathematics 2026-04-14 Trivikram Satharasi , Tochukwu E. Ogri , Muzaffar Qureshi , Kyle Volle , Rushikesh Kamalapurkar

This paper deals with the tracking control problem for a very simple class of unknown nonlinear systems. In this paper, we presents a design strategy for tracking control of time-varying state constrained nonlinear systems in an adaptive…

Systems and Control · Electrical Eng. & Systems 2022-10-12 Pankaj Kumar Mishra , Nishchal K Verma

The problem of designing adaptive stepsize sequences for the gradient descent method applied to convex and locally smooth functions is studied. We take an adaptive control perspective and design update rules for the stepsize that make use…

Optimization and Control · Mathematics 2025-08-27 Andrea Iannelli

It is typically proven in adaptive control that asymptotic stabilization and tracking holds, and that at best a bounded-noise bounded-state property is proven. Recently, it has been shown in both the pole-placement control and the $d$-step…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Mohamad T. Shahab , Daniel E. Miller

We consider the data-driven stabilization of discrete-time linear time-varying systems. The controller is defined as a linear state-feedback law whose gain is adapted to the plant changes through a data-based event-triggering rule. To do…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Andrea Iannelli , Romain Postoyan

In this paper, the tracking control problem of a class of Euler-Lagrange systems subjected to unknown uncertainties is addressed and an adaptive-robust control strategy, christened as Time-Delayed Adaptive Robust Control (TARC) is…

Systems and Control · Computer Science 2018-05-10 Spandan Roy , Indra Narayan Kar

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

In this paper, adaptive set-point regulation controllers for discrete-time nonlinear systems are constructed. The system to be controlled is assumed to have a parametric uncertainty, and an excitation signal is used in order to obtain the…

Optimization and Control · Mathematics 2015-05-25 Shigeru Hanba

We consider adaptive control problem in presence of nonlinear parametrization of uncertainties in the model. It is shown that despite traditional approaches require for domination in the control loop during adaptation, it is not often…

Optimization and Control · Mathematics 2007-05-23 Ivan Tyukin , Cees van Leeuwen

This paper modifies an adaptive multicopter autopilot to mitigate instabilities caused by adaptive parameter drift and presents simulation and experimental results to validate the modified autopilot. The modified adaptive controller is…

Systems and Control · Electrical Eng. & Systems 2023-04-24 Yin Yong Chee , Parham Oveissi , Siyuan Shao , Joonghyun Lee , Juan A. Paredes , Dennis S. Bernstein , Ankit Goel
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