相关论文: Optimal Stop-Loss and Take-Profit Parameterization…

This paper examines restart strategies for algorithms whose successful termination depends on an unknown parameter $\lambda$. After each restart, $\lambda$ is increased, until the algorithm terminates successfully. It is assumed that there…

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…

We study the class of reach-avoid dynamic games in which multiple agents interact noncooperatively, and each wishes to satisfy a distinct target criterion while avoiding a failure criterion. Reach-avoid games are commonly used to express…

A novel learning Model Predictive Control technique is applied to the autonomous racing problem. The goal of the controller is to minimize the time to complete a lap. The proposed control strategy uses the data from previous laps to improve…

While automated driving is often advertised with better-than-human driving performance, this work reviews that it is nearly impossible to provide direct statistical evidence on the system level that this is actually the case. The amount of…

Compared to traditional neural networks with a single output channel, a multi-exit network has multiple exits that allow for early outputs from the model's intermediate layers, thus significantly improving computational efficiency while…

Autonomous exploration requires a robot to explore an unknown environment while constructing an accurate map using Simultaneous Localization and Mapping (SLAM) techniques. Without prior information, the exploration performance is usually…

This paper studies the optimal output-feedback control of a linear time-invariant system where a stochastic event-based scheduler triggers the communication between the sensor and the controller. The primary goal of the use of this type of…

This paper presents a machine learning approach for tuning the parameters of a family of stabilizing controllers for orbital tracking. An augmented random search algorithm is deployed, which aims at minimizing a cost function combining…

This paper addresses the trade-off between internalisation and externalisation in the management of stochastic trade flows. We consider agents who must absorb flows and manage risk by deciding whether to warehouse it or hedge in the market,…

Developing high-stakes autonomous systems that include Artificial Intelligence (AI) components is complex; the consequences of errors can be catastrophic, yet it is challenging to plan for all operational cases. In stressful scenarios for…

We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and…

The advancement of large language models (LLMs) has accelerated the development of autonomous financial trading systems. While mainstream approaches deploy multi-agent systems mimicking analyst and manager roles, they often rely on abstract…

Early-exiting neural networks enable adaptive inference by allowing inputs to exit at intermediate classifiers, reducing computation for easy samples while maintaining high accuracy. In practice, exits can be trained sequentially by…

This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is…

We consider learning a trading agent acting on behalf of the treasury of a firm earning revenue in a foreign currency (FC) and incurring expenses in the home currency (HC). The goal of the agent is to maximize the expected HC at the end of…

The efficiency of any metaheuristic algorithm largely depends on the way of balancing local intensive exploitation and global diverse exploration. Studies show that bat algorithm can provide a good balance between these two key components…

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

We introduce a distributed control architecture for a class of heterogeneous, nonlinear dynamical agents moving in the "string" formation, while guaranteeing trajectory tracking, collision avoidance and the preservation of the formation's…