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We present a refined version of the Anomaly Awareness framework for enhancing unsupervised anomaly detection. Our approach introduces minimal supervision into Variational Autoencoders (VAEs) through a two-stage training strategy: the model…
This paper considers real-time control and learning problems for finite-dimensional linear systems under binary-valued and randomly disturbed output observations. This has long been regarded as an open problem because the exact values of…
Autonomous agents often require multiple strategies to solve complex tasks, but determining when to switch between strategies remains challenging. This research introduces a reinforcement learning technique to learn switching thresholds…
Today, the optimal performance of existing noise-suppression algorithms, both data-driven and those based on classic statistical methods, is range bound to specific levels of instantaneous input signal-to-noise ratios. In this paper, we…
We apply a reinforcement meta-learning framework to optimize an integrated and adaptive guidance and flight control system for an air-to-air missile. The system is implemented as a policy that maps navigation system outputs directly to…
In this paper, we present a Deep Reinforcement Learning (RL)-driven Adaptive Stochastic Nonlinear Model Predictive Control (SNMPC) to optimize uncertainty handling, constraints robustification, feasibility, and closed-loop performance. To…
In this paper, we present a tube-based framework for robust adaptive model predictive control (RAMPC) for nonlinear systems subject to parametric uncertainty and additive disturbances. Set-membership estimation is used to provide accurate…
Reinforcement learning is an emerging approach to control dynamical systems for which classical approaches are difficult to apply. However, trained agents may not generalize against the variations of system parameters. This paper presents…
The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…
Applications of deep learning in financial market prediction has attracted huge attention from investors and researchers. In particular, intra-day prediction at the minute scale, the dramatically fluctuating volume and stock prices within…
Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…
Koopman operator theory provides a powerful framework for representing nonlinear dynamics through a linear operator acting on lifted observables, enabling the use of linear control techniques for nonlinear systems. However, Koopman models…
Model predictive control (MPC) is increasingly being considered for control of fast systems and embedded applications. However, the MPC has some significant challenges for such systems. Its high computational complexity results in high…
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…
The semiconductor industry faces a computational crisis in extreme ultraviolet (EUV) lithography optimization, where traditional methods consume billions of CPU hours while failing to achieve sub-nanometer precision. We present a…
Traditional moving average convergence divergence (MACD) trading rules are often constrained by signal lag and susceptibility to false signals. To address these limitations, this study develops a volume-price-adjusted MACD (VP-MACD)…
Real-world robots must operate under evolving dynamics caused by changing operating conditions, external disturbances, and unmodeled effects. These may appear as gradual drifts, transient fluctuations, or abrupt shifts, demanding real-time…
In the past, financial stock markets have been studied with previous generations of multi-agent systems (MAS) that relied on zero-intelligence agents, and often the necessity to implement so-called noise traders to sub-optimally emulate…
Sampling-based model predictive control (MPC) has found significant success in optimal control problems with non-smooth system dynamics and cost function. Many machine learning-based works proposed to improve MPC by a) learning or…
Feedforward neural networks are widely used as universal predictive models to fit data distribution. Common gradient-based learning, however, suffers from many drawbacks making the training process ineffective and time-consuming.…