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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…

High Energy Physics - Phenomenology · Physics 2025-04-17 Adam Banda , Charanjit K. Khosa , Veronica Sanz

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…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Lantian Zhang , Lei Guo

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…

Machine Learning · Computer Science 2025-12-09 Chris Tava

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…

Machine Learning · Computer Science 2018-07-30 Rasool Fakoor , Xiaodong He , Ivan Tashev , Shuayb Zarar

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…

Systems and Control · Electrical Eng. & Systems 2022-05-05 Brian Gaudet , Roberto Furfaro

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…

Systems and Control · Electrical Eng. & Systems 2023-11-09 Baha Zarrouki , Chenyang Wang , Johannes Betz

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…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Peter Kötting , Raffaele Soloperto , Frank Allgöwer , Matthias A. Müller

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…

Systems and Control · Electrical Eng. & Systems 2023-11-10 Abdel Gafoor Haddad , Igor Boiko , Yahya Zweiri

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…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

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…

Statistical Finance · Quantitative Finance 2023-05-25 Yuze Lu , Hailong Zhang , Qiwen Guo

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…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia

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…

Robotics · Computer Science 2026-05-12 Chandan Kumar Sah , Rajpal Singh , Jishnu Keshavan

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…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

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

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…

Machine Learning · Computer Science 2025-11-18 Rubén Darío Guerrero

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)…

Trading and Market Microstructure · Quantitative Finance 2026-04-30 Luyun Lin , Lixing Lin , Zhen Zhang , Moxuan Zheng , Yiqing Wang

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…

Robotics · Computer Science 2025-12-17 Rishabh Dev Yadav , Avirup Das , Hongyu Song , Samuel Kaski , Wei Pan

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…

Trading and Market Microstructure · Quantitative Finance 2019-10-14 J. Lussange , S. Bourgeois-Gironde , S. Palminteri , B. Gutkin

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…

Machine Learning · Computer Science 2024-01-08 Sungwook Yang , Chaoying Pei , Ran Dai , Chuangchuang Sun

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.…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek
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