Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

96192288384 · Jun 202019922001200920172026
48 results for continuous control

Paper tackles overestimation bias in continuous control, improving performance by 25%.

problem Overestimation bias in off-policy learning.
method Truncated Quantile Critics (TQC) combines distributional representation, truncation, and ensembling of critics.
result TQC outperforms state-of-the-art methods by 25% on the Humanoid environment.

Proposes hybrid reinforcement learning for both discrete and continuous control problems.

problem Real-world control problems involving both discrete and continuous decision variables.
method Solves hybrid problems by optimizing for discrete and continuous actions simultaneously.
result Efficiently solves hybrid reinforcement learning problems and improves upon expert heuristics.

A hybrid model combines Q-learning and PID controller for continuous vehicle control.

problem Learning unsatisfactory results with discrete action space in autonomous driving.
method Combining Q-learning and PID controller, using Quadratic Q-function approximation and action network.
result Autonomous vehicle successfully learns smooth and efficient driving behavior.

Automatically finds strong neural network topologies for continuous control tasks.

problem Handcrafted neural network architectures limit the performance of Deep Reinforcement Learning.
method Combines Neuroevolution with off-policy training and proposes a novel architecture mutation operator.
result The proposed Actor-Critic Neuroevolution algorithm often outperforms strong baseline methods.

Study Transformer layers under cross-entropy training using mean field control.

problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.

New framework for analyzing games with multi-dimensional singular controls and non-linear jumps.

problem Analyzing games with multi-dimensional singular controls and non-linear jump impacts.
method Probabilistic framework with novel class of MFGs (MFGs of parametrisations).
result Existence of equilibria and equivalence with MFGs of singular controls.

Efficient deep policy gradient method for continuous-time control problems.

problem Optimal control in continuous time with fine time discretization.
method Multi-scale deep policy gradient method with varying time discretization.
result Targeted efficiency in computational resources achieved through multi-scale approach.

Tabular Q-Learning with learned state abstractions solves continuous control tasks.

problem Challenging reinforcement learning problems in continuous control.
method Learned state abstraction to transform continuous state-space into discrete.
result Tabular Q-Learning with learned abstractions achieves efficient learning in unseen tasks.

We prove continuity of a controlled SDE solution in Skorokhod's M1M_1 and J1J_1 topologies and also uniformly, in probability, as a non-linear functional of the control strategy. The functional comes from a finance problem to model price impact of a large investor in an illiquid market. We show that M1M_1-continuity is…

2017-01-09abs ↗pdf ↗

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

problem Offline reinforcement learning problems involving continuous-time environments with delays and irregular observations.
method Combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
result Achieves near expert policy performance on continuous-time delayed environments.

Deep learning solves complex stochastic control with jumps.

problem Solving high-dimensional stochastic control tasks with jumps.
method Model-based approach using two neural networks, iteratively trained with objectives derived from the Hamilton-Jacobi-Bellman equation.
result Demonstrates effectiveness in solving complex high-dimensional stochastic control tasks.

New framework for policy gradient methods in continuous time reinforcement learning.

problem Addressing policy gradient methods for continuous time reinforcement learning.
method Control randomisation technique to derive policy gradient representation for various Markovian control problems.
result Demonstrated application to optimal switching problems in the energy sector.

HiDe learns hierarchical control for complex tasks by separating planning and control.

problem Solving long horizon control tasks with generalization to unseen scenarios.
method Functional decomposition of state-action spaces, RL-based planner, modular transfer of policy layers.
result Generalizes across unseen test environments and scales to longer horizons.

Logarithmic regret achieved in continuous-time linear-quadratic reinforcement learning.

problem Optimizing control actions in unknown continuous-time systems over a finite time horizon.
method Least-squares algorithm based on continuous-time observations and controls, with perturbation analysis and parameter estimation error analysis.
result Logarithmic regret bound of order O((lnM)(lnlnM))O((\ln M)(\ln\ln M)).

Hybrid systems are characterized by having an interaction between continuous dynamics and discrete events. The contribution of this paper is to provide hybrid systems with a novel geometric formulation so that controls can be added. Using this framework we describe some new global controllability tests for hybrid contr…

2019-05-07abs ↗pdf ↗

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we propose an actor-critic reinforcement learning algorithm that provably converges t…

2014-12-01abs ↗pdf ↗

ACSSM models irregular time series with continuous dynamics.

problem Modeling irregular time series data.
method ACSSM uses a multi-marginal Doob's h-transform and variational inference with stochastic optimal control.
result ACSSM outperforms in tasks like classification, regression, interpolation, and extrapolation.

Action chunking and data exploration improve behavior cloning in robotics.

problem Exponential errors in learning from demonstrations for continuous control tasks.
method Action chunking and exploratory data collection.
result Control-theoretic stability is key to improving imitation learning.

A new approach models exploration in continuous-time RL using random measures.

problem Modeling exploration in continuous-time reinforcement learning.
method Random measure approach to control execution in continuous-time RL.
result Grid-sampling limit SDE can replace existing models for theoretical analysis and learning algorithms.

Study shows certainty equivalent policy minimizes regret in continuous-time systems.

problem Minimizing regret in continuous-time stochastic linear-quadratic systems.
method Theoretical analysis of randomized certainty equivalent policy.
result Establishes square-root of time regret bounds and linear scaling with parameters.

Study shows how to control jump-diffusion processes with stable feedback controls in reinforcement learning.

problem Control jump-diffusion processes with unknown coefficients in reinforcement learning.
method Lipschitz continuous optimal feedback controls, stability analysis of forward-backward SDEs, least-squares algorithm.
result Achieves O(NlnN)O(\sqrt{N\ln N}) regret for linear-convex learning problems with jumps.

Continuous control imitation learning fails if expert actions are smooth.

problem Continuous control imitation learning fails if expert actions are smooth.
method Study of imitation learning in discrete-time, continuous state-and-action control systems.
result Any smooth, deterministic imitator policy suffers exponentially larger error than the expert.

Algorithm improves continuous control with context, achieving provable efficiency.

problem Building an agent that generalizes to unseen environments in continuous control.
method Uses upper confidence bound (UCB) to refine decoder estimates and balance exploration-exploitation.
result Proves $\widetilde{O}\left(\sqrt{T} ight)$ regret bound and εε-suboptimal policy transfer.

New model learning objective improves continuous control tasks.

problem Challenges in solving continuous control tasks using model-based reinforcement learning.
method Derived a novel value-aware model learning objective and identified and addressed stale value estimates issue.
result Value-aware objectives can be successfully deployed in solving continuous control tasks without tuning hyper-parameters.

We solve continuous-time reinforcement learning using distributional Hamilton-Jacobi-Bellman equations.

problem Predicting the distribution of returns in continuous-time, stochastic environments.
method We derive a distributional Hamilton-Jacobi-Bellman equation for Itô diffusions and Feller-Dynkin processes, and propose an algorithm based on a JKO scheme.
result We propose an online control algorithm that can be used to approximately solve the distributional HJB equation.

Novel Bayesian meta-reinforcement learning framework improves traffic signal control robustness.

problem Lack of robustness and stability in adaptation for traffic signal control.
method Value-based Bayesian meta-reinforcement learning framework BM-DQN with fast-adaptation variation and DQN fast-update advantage.
result Framework adapts more quickly and robustly to new scenarios than previous methods.

The paper designs neural networks with assurance for controlling nonlinear systems.

problem Designing neural networks with assurance for nonlinear system control.
method Bounding the number of affine functions needed for a CPWA function, connecting it to a TLL NN architecture.
result The TLL NN architecture is parameterized by the number of affine functions in the CPWA function it realizes.

PFPN uses particle filtering to improve character control in physics-based simulations.

problem Premature commitment to suboptimal actions in high-dimensional continuous control problems for articulated characters.
method Proposes a particle-based action policy using particle filtering to dynamically explore and discretize the action space.
result Demonstrates better imitation performance and robustness to external perturbations compared to Gaussian policies.

DyNODE uses neural ODEs to model system dynamics in continuous control tasks.

problem Modeling the dynamics of systems in continuous control tasks.
method Neural Ordinary Differential Equations (ODEs) combined with actor-critic RL.
result DyNODE outperforms standard neural networks in sample efficiency and predictive performance.

Study uses actor-critic method for continuous-time mean-field control with entropy regularisation.

problem Continuous-time mean-field control in reinforcement learning.
method Actor-critic approach with entropy regularisation, value function alternation, and Wasserstein space parametrisation.
result Derives exact parametrisation of actor and critic functions in linear-quadratic mean-field framework.

Reliable and effective multi-task learning is a prerequisite for the development of robotic agents that can quickly learn to accomplish related, everyday tasks. However, in the reinforcement learning domain, multi-task learning has not exhibited the same level of success as in other domains, such as computer vision. In…

2018-02-03abs ↗pdf ↗

Study policy gradient for large-agent mean-field control and game in continuous time.

problem Optimal policy learning for large number of agents in continuous-time mean-field systems.
method Policy gradient method applied to linear-quadratic mean-field control and game models.
result Policy gradient converges to optimal solution at a linear rate for both mean-field control and game.