相关论文: On Data-Driven Drawdown Control with Restart Mecha…

Dynamic induction control is a wind farm flow control strategy that utilises wind turbine thrust variations to accelerate breakdown of the aerodynamic wake and improve downstream turbine performance. However, when floating wind turbines are…

We propose a computationally efficient rollout-then-optimize method to improve a learned control policy at deployment time. A learned policy provides a nominal trajectory, which is refined online by a single Newton step implemented via a…

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

Modelling of contact-rich tasks is challenging and cannot be entirely solved using classical control approaches due to the difficulty of constructing an analytic description of the contact dynamics. Additionally, in a manipulation task like…

Learning-based model predictive control (MPC) is an approach designed to reduce the computational cost of MPC. In this paper, a constrained deep neural network (DNN) design is proposed to learn MPC policy for nonlinear systems. Using…

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

A data-driven computational heuristic is proposed to control MIMO systems without prior knowledge of their dynamics. The heuristic is illustrated on a two-input two-output balance system. It integrates a self-adjusting nonlinear threshold…

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

The effectiveness of many optimal network control algorithms (e.g., BackPressure) relies on the premise that all of the nodes are fully controllable. However, these algorithms may yield poor performance in a partially-controllable network…

In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…

Previous research primarily characterized price movements according to time intervals, resulting in temporal discontinuity and overlooking crucial activities in financial markets. Directional Change (DC) is an alternative approach to…

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Designing the terminal ingredients of direct data-driven predictive control presents challenges due to its reliance on an implicit, non-minimal input-output data-driven representation. By considering the class of constrained LTI systems…

Model Predictive Control (MPC) is a powerful framework for optimal control but can be too slow for low-latency applications. We present a data-driven framework to accelerate MPC by replacing online optimization with a nonparametric policy…

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

We present a simple scheme for restarting first-order methods for convex optimization problems. Restarts are made based only on achieving specified decreases in objective values, the specified amounts being the same for all optimization…

Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their…

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…