Reinforcement Learning-Based Control of a Power Electronic Converter
MathematicsThis article presents a modern, data-driven, reinforcement learning-based (RL-based), discrete-time control methodology for power electronic converters.
Dajr Alfred +2 more
doaj +1 more source
Privacy‐Preserving Data‐Driven Distributed MPC for Heterogeneous Nonlinear Multi‐Agent Systems
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT Distributed model predictive control (DMPC) is a cornerstone for coordinating multi‐agent systems, yet simultaneously ensuring data privacy, handling unknown nonlinear dynamics, and managing heterogeneous constraints remains an open challenge.
Mahmood Mazare, Hossein Ramezani
wiley +1 more source
Discrete-time Systems Neuro-riccati Equation Solution
, 2015 In this article proposal for solving the Discrete-Time Algebraic Riccati Equation (DARE) using a multilayer Recurrent Neural Network (RNN) approach is presented.
Bottura C.P., Tamariz A.D.R.
core +1 more source
The discrete-time generalized algebraic Riccati equation: Order reduction and solutions’ structure [PDF]
, 2015 In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X = X_0 + D of each ...
FERRANTE, AUGUSTO +4 more
core +1 more source
The role of identification in data‐driven policy iteration: A system theoretic study
International Journal of Robust and Nonlinear Control, EarlyView.Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
EXPERIMENTAL IMPLEMENTATION OF SDRE METHOD FOR AUTONOMOUS RENDEZVOUS AND DOCKING MANEUVERING [PDF]
, 2013 In this paper a nonlinear controller technique, referred to State-Dependent Riccati Equation (SDRE), is exploited to handle relative position tracking and attitude synchronization problem involving in docking manoeuvring operations between two Earth ...
Theil, Stephan +3 more
core
State dependent NGMV control of delayed piecewise affine systems [PDF]
, 2009 A Nonlinear Generalized Minimum Variance (NGMV) control algorithm is introduced for the control of delayed piecewise affine (PWA) systems which are an important subclass of hybrid systems.
Grimble, M.J. +5 more
core +1 more source
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
On the solution of a Hamilton-Jacobi type equation in nonlinear discrete-time H-infinity control
, 1994 The subject of this paper is to show that there exists a smooth solution to the Hamilton-Jacobi type equation arising in nonlinear discrete-time H,-control provided that a solution to the Riccati equation associated to the linear approximated problem
Normand Cyrot D. +5 more
core +1 more source