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Optimal execution is an important problem faced by any trader. Most solutions are based on the assumption of constant market impact, while liquidity is known to be dynamic. Moreover, models with time-varying liquidity typically assume that…

交易与市场微观结构 · 定量金融 2024-02-21 Andrea Macrì , Fabrizio Lillo

Spatiotemporal dynamics of populations may be described by the reaction-diffusion Fisher-Kolmogorov model. In this work we have proposed a new formulation for a control problem of aquatic plants in a temporal dynamics. The solution of this…

最优化与控制 · 数学 2020-06-22 Alexandre Molter , Fabio Silva Botelho

Unmanned aerial vehicle (UAV)-assisted data collection has been emerging as a prominent application due to its flexibility, mobility, and low operational cost. However, under the dynamic and uncertainty of IoT data collection and energy…

网络与互联网体系结构 · 计算机科学 2021-06-22 Nam H. Chu , Dinh Thai Hoang , Diep N. Nguyen , Nguyen Van Huynh , Eryk Dutkiewicz

We consider the task of learning control policies for a robotic mechanism striking a puck in an air hockey game. The control signal is a direct command to the robot's motors. We employ a model free deep reinforcement learning framework to…

机器学习 · 计算机科学 2017-04-26 Ayal Taitler , Nahum Shimkin

Modern power systems will have to face difficult challenges in the years to come: frequent blackouts in urban areas caused by high power demand peaks, grid instability exacerbated by intermittent renewable generation, and global climate…

系统与控制 · 电气工程与系统科学 2022-12-06 Vanshaj Khattar , Ming Jin

We introduce a sampling-based learning method for solving optimal control problems involving task satisfaction constraints for systems with partially known dynamics. The control problems are defined by a cost to be minimized and a task to…

系统与控制 · 电气工程与系统科学 2020-04-14 Peter Varnai , Dimos V. Dimarogonas

Demand for ocean-based high-quality and sustainable fish protein soared in the last decade. Unlike precision agriculture, aquaculture remains an under-equipped farming activity. To fully realise a vision of \textit{precision aquaculture},…

网络与互联网体系结构 · 计算机科学 2021-05-26 Rafael R. Teixeira , Juliana B. Puccinelli , Luis Poersch , Marcelo R. Pias , Vinícius M. Oliveira , Ahmed Janati , Maxime Paris

Real-world physics can only be analytically modeled with a certain level of precision for modern intricate robotic systems. As a result, tracking aggressive trajectories accurately could be challenging due to the existence of residual…

机器人学 · 计算机科学 2026-04-16 Kexin Guo , Zihan Yang , Yuhang Liu , Jindou Jia , Xiang Yu

In both the fields of computer science and medicine there is very strong interest in developing personalized treatment policies for patients who have variable responses to treatments. In particular, I aim to find an optimal personalized…

机器学习 · 计算机科学 2014-07-01 Yousuf M. Soliman

Recent reinforcement learning approaches have shown surprisingly strong capabilities of bang-bang policies for solving continuous control benchmarks. The underlying coarse action space discretizations often yield favourable exploration…

机器学习 · 计算机科学 2024-04-08 Tim Seyde , Peter Werner , Wilko Schwarting , Markus Wulfmeier , Daniela Rus

Fish fin rays constitute a sophisticated control system for ray-finned fish, facilitating versatile locomotion within complex fluid environments. Despite extensive research on the kinematics and hydrodynamics of fish locomotion, the…

流体动力学 · 物理学 2024-01-23 Xin-Yang Liu , Dariush Bodaghi , Qian Xue , Xudong Zheng , Jian-Xun Wang

Online selection of optimal waveforms for target tracking with active sensors has long been a problem of interest. Many conventional solutions utilize an estimation-theoretic interpretation, in which a waveform-specific Cram\'{e}r-Rao lower…

信息论 · 计算机科学 2022-02-14 Charles E. Thornton , R. Michael Buehrer , Harpreet S. Dhillon , Anthony F. Martone

State of the art methods for target tracking with sensor management (or controlled sensing) are model-based and are obtained through solutions to Partially Observable Markov Decision Process (POMDP) formulations. In this paper a…

信号处理 · 电气工程与系统科学 2024-07-22 Adarsh M. Subramaniam , Argyrios Gerogiannis , James Z. Hare , Venugopal V. Veeravalli

Reference tracking systems involve a plant that is stabilized by a local feedback controller and a command center that indicates the reference set-point the plant should follow. Typically, these systems are subject to limitations such as…

系统与控制 · 电气工程与系统科学 2022-03-03 Maria Angelica Arroyo , Luis Felipe Giraldo

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

最优化与控制 · 数学 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Zermelo's navigation problem seeks the trajectory of minimal travel time between two points in a fluid flow. We address this problem for an agent -- such as a micro-robot or active particle -- that is advected by a two-dimensional flow,…

流体动力学 · 物理学 2025-12-29 Vladimir Parfenyev

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

系统与控制 · 电气工程与系统科学 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

Maximum entropy has become a mainstream off-policy reinforcement learning (RL) framework for balancing exploitation and exploration. However, two bottlenecks still limit further performance improvement: (1) non-stationary Q-value estimation…

Marine microorganisms must cope with complex flow patterns and even turbulence as they navigate the ocean. To survive they must avoid predation and find efficient energy sources. A major difficulty in analysing possible survival strategies…

流体动力学 · 物理学 2022-11-29 J. Qiu , N. Mousavi , K. Gustavsson , C. Xu , B. Mehlig , L. Zhao

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

最优化与控制 · 数学 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos