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Reinforcement learning (RL) and model predictive control (MPC) offer complementary strengths, yet combining them at scale remains computationally challenging. We propose soft MPCritic, an RL-MPC framework that learns in (soft) value space…
This study proposes a machine learning-based Model Predictive Control (MPC) approach for controlling Air Handling Unit (AHU) systems by employing an Internet of Things (IoT) framework. The proposed framework utilizes an Artificial Neural…
Online auctions play a central role in online advertising, and are one of the main reasons for the industry's scalability and growth. With great changes in how auctions are being organized, such as changing the second- to first-price…
This paper describes an engine to optimize web publisher revenues from second-price auctions. These auctions are widely used to sell online ad spaces in a mechanism called real-time bidding (RTB). Optimization within these auctions is…
We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…
We present a vertical introduction to campaign optimization; that is, the ability to predict the user response to an ad campaign without any users' profiles on average and for each exposed ad. In practice, we present an approach to build a…
This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…
This paper presents an auto-optimal model predictive control (MPC) framework enhanced with active learning, designed to autonomously track optimal operational conditions in an unknown environment,where the conditions may dynamically adjust…
Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…
In this paper, we deal with the uncertainty of bidding for display advertising. Similar to the financial market trading, real-time bidding (RTB) based display advertising employs an auction mechanism to automate the impression level media…
Real-time bidding (RTB) has become a critical way of online advertising. In RTB, an advertiser can participate in bidding ad impressions to display its advertisements. The advertiser determines every impression's bidding price according to…
In this paper, we propose an online path planning architecture that extends the model predictive control (MPC) formulation to consider future location uncertainties for safer navigation through cluttered environments. Our algorithm combines…
Real-Time Bidding (RTB) is revolutionising display advertising by facilitating per-impression auctions to buy ad impressions as they are being generated. Being able to use impression-level data, such as user cookies, encourages user…
This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…
Model predictive control (MPC) has become increasingly popular for the control of robot manipulators due to its improved performance compared to instantaneous control approaches. However, tuning these controllers remains a considerable…
Real-Time Bidding (RTB) display advertising is a method for purchasing display advertising inventory in auctions that occur within milliseconds. The performance of RTB campaigns is generally measured with a series of Key Performance…
Approximating model predictive control (MPC) policy using expert-based supervised learning techniques requires labeled training data sets sampled from the MPC policy. This is typically obtained by sampling the feasible state-space and…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
Model Predictive Control (MPC) provides an optimal control solution based on a cost function while allowing for the implementation of process constraints. As a model-based optimal control technique, the performance of MPC strongly depends…
The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms respond to many auctions -- usually Vickrey auctions --…