中文
相关论文

相关论文: Stock Trading via Feedback Control: Stochastic Mod…

200 篇论文

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

系统与控制 · 电气工程与系统科学 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Modern, torque-controlled service robots can regulate contact forces when interacting with their environment. Model Predictive Control (MPC) is a powerful method to solve the underlying control problem, allowing to plan for whole-body…

机器人学 · 计算机科学 2021-06-09 Maria Vittoria Minniti , Ruben Grandia , Kevin Fäh , Farbod Farshidian , Marco Hutter

We propose a stochastic prediction-control framework to promote safety in automated driving by directly controlling the joint state probability density functions (PDFs) subject to the vehicle dynamics via trajectory-level state feedback. To…

系统与控制 · 电气工程与系统科学 2020-11-10 Shadi Haddad , Kenneth F. Caluya , Abhishek Halder , Baljeet Singh

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

最优化与控制 · 数学 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

In this study, a microgrid with storage (battery, hot water tank) and solar panel is considered. We benchmark two algorithms, MPC and SDDP, that yield online policies to manage the microgrid, and compare them with a rule based policy. Model…

最优化与控制 · 数学 2022-05-17 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

最优化与控制 · 数学 2026-03-06 Bastien Berret , Frédéric Jean

We propose a Stochastic MPC (SMPC) formulation for autonomous driving at traffic intersections which incorporates multi-modal predictions of surrounding vehicles for collision avoidance constraints. The multi-modal predictions are obtained…

系统与控制 · 电气工程与系统科学 2022-03-01 Siddharth H. Nair , Vijay Govindarajan , Theresa Lin , Chris Meissen , H. Eric Tseng , Francesco Borrelli

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

系统与控制 · 电气工程与系统科学 2022-07-19 Henning Schlüter , Frank Allgöwer

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

系统与控制 · 电气工程与系统科学 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

Cooperative driving relies on communication among vehicles to create situational awareness. One application of cooperative driving is Cooperative Adaptive Cruise Control (CACC) that aims at enhancing highway transportation safety and…

机器人学 · 计算机科学 2021-12-15 Sahand Mosharafian , Mahdi Razzaghpour , Yaser P. Fallah , Javad Mohammadpour Velni

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

系统与控制 · 电气工程与系统科学 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

This paper studies an optimal control problem for an adoption-opinion model that couples innovation adoption with opinion formation on a multilayer network. Adoption spreads through social contagion and perceived benefits, while opinions…

最优化与控制 · 数学 2025-11-13 Martina Alutto , Qiulin Xu , Fabrizio Dabbene , Hideaki Ishii , Chiara Ravazzi

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

机器人学 · 计算机科学 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

This paper proposes a control strategy for a Reverse Fuel Cell used to manage a Renewable Energy Community. A two-stage scenario-based Model Predictive Control algorithm is designed to define the best economic strategy to be followed during…

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

最优化与控制 · 数学 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

In this paper, we introduce a large system of interacting financial agents in which each agent is faced with the decision of how to allocate his capital between a risky stock or a risk-less bond. The investment decision of investors,…

投资组合管理 · 定量金融 2019-02-21 Torsten Trimborn , Lorenzo Pareschi , Martin Frank

Model predictive control (MPC) is a popular approach for trajectory optimization in practical robotics applications. MPC policies can optimize trajectory parameters under kinodynamic and safety constraints and provide guarantees on safety,…

机器人学 · 计算机科学 2023-06-08 Returaj Burnwal , Anirban Santara , Nirav P. Bhatt , Balaraman Ravindran , Gaurav Aggarwal

Financial markets change their behaviours abruptly. The mean, variance and correlation patterns of stocks can vary dramatically, triggered by fundamental changes in macroeconomic variables, policies or regulations. A trader needs to adapt…

统计金融 · 定量金融 2018-12-07 Sonam Srivastava , Ritabratta Bhattacharya

This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…

系统与控制 · 电气工程与系统科学 2025-03-17 Zhexian Li , Ketan Savla

In this paper, the model predictive control (MPC) problem is investigated for the constrained discrete-time Takagi-Sugeno fuzzy Markovian jump systems (FMJSs) under imperfect premise matching rules. To strike a balance between initial…

系统与控制 · 电气工程与系统科学 2024-08-28 Bin Zhang