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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.

168,695 papers · 148 categories

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48 results for model predictive control

Controller seeks informative system observations to predict nonlinear dynamics.

problem Predicting nonlinear dynamics with uncertain parameters.
method Expected free energy minimization for balancing goal state and informative observations.
result Controller improves performance in uncertain parameter scenarios.

A new approach predicts next observations without explicit decoding for better control.

problem High-dimensional observations and unknown dynamics in real-world control tasks.
method Proposes a novel information-theoretic LCE approach using predictive coding to develop a decoder-free model.
result The model reliably learns a controllable latent space leading to superior performance.

Researchers develop a method to control nonlinear systems with Koopman operator regression.

problem Controlling nonlinear systems with finite action spaces.
method Koopman operator regression for dynamics estimation and model predictive control for control.
result The method yields a linear switching predictive model for control.

Method controls extrapolation in prediction profiles for statistical and machine learning models.

problem Avoiding invalid predictions due to extrapolation in prediction profiles.
method Genetic algorithm optimization over constrained factor regions.
result Optimal factor settings without constraint are often invalid and extrapolated.

Method predicts hardware resource usage by control software with guaranteed linear convergence.

problem Predicting time-varying hardware resource availability in control software.
method Path structured multimarginal Schrödinger bridge (MSBP) for learning stochastic resource usage.
result Guaranteed linear convergence to accurate prediction of hardware resource utilization.

New model optimizes portfolios over multiple periods using predictive control.

problem Optimizing multi-period portfolios with risk and variance objectives.
method Model Predictive Control with Mean-Variance and Risk Parity.
result 30x faster and more robust solutions compared to single period models.

New framework calibrates models to control risk under performativity.

problem Calibrating models to ensure reliable decision-making under performativity.
method Iteratively refined calibration process for different risk measures and tail bounds.
result Statistically rigorous risk control under performativity demonstrated.

MPC outperforms reactive budgeting in non-stationary return environments.

problem Optimizing budget allocation under non-stationary returns.
method Receding-horizon Model Predictive Control (MPC) compared to reactive policies.
result MPC consistently outperforms reactive budgeting when return dynamics are predictable.

Combines Gaussian processes and polynomial chaos for stochastic control.

problem Uncertainties in dynamic models lead to performance issues in predictive control.
method Combines Gaussian processes with polynomial chaos expansions to estimate probability distributions of nonlinear functions.
result Demonstrates accurate approximation and closed-loop performance in stochastic nonlinear model predictive control.

New model predicts optimal control for restless bandit problems.

problem Optimizing control in restless bandit problems with minimal assumptions.
method Model Predictive Control with rolling horizon linear programming.
result Sub-optimality gap of O(1/√N) under general conditions, and exp(-Ω(N)) under local-stability condition.

Review of integrating Bayesian methods with neural network-based MPC.

problem Lack of standardized benchmarks and reliable analyses in Bayesian MPC.
method Systematic analysis of Bayesian methods in neural-network-based MPC.
result Need for standardized benchmarks, ablation studies, and transparent reporting.

A new approach optimizes weights in DLP for better risk-adjusted performance.

problem Optimizing time-varying weights in Double Linear Policy (DLP) for better risk-adjusted performance.
method Stochastic Model Predictive Control (SMPC) framework to maximize risk-adjusted returns while enforcing constraints.
result Empirical results show improved risk-adjusted performance and drawdown control.

Model learns Lagrangian dynamics from images for better prediction and control.

problem Lack of interpretability and applicability to high-dimensional data like images.
method Unsupervised neural network model that learns Lagrangian dynamics from images using a coordinate-aware VAE.
result Model infers interpretable Lagrangian dynamics, enabling long-term prediction and synthesis of controllers.

In this paper, we show the implementation of deep neural networks applied in process control. In our approach, we based the training of the neural network on model predictive control. Model predictive control is popular for its ability to be tuned by the weighting matrices and by the fact that it respects the constrain…

2019-12-10abs ↗pdf ↗

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the training set. Our algorithm combines reinforcement learning and end-to-end imita…

2018-03-27abs ↗pdf ↗

Extends conformal prediction for controlling expected risk of monotone loss functions.

problem Controlling expected risk of monotone loss functions.
method Generalizes split conformal prediction with coverage guarantee, extending to distribution shift, quantile risk, multiple, adversarial, and expectations of U-statistics.
result Tight up to an O(1/n)\mathcal{O}(1/n) factor, with worked examples in computer vision and natural language processing.

Paper uses imitation learning to create efficient insulin policies from MPC demonstrations.

problem Resource-constrained medical devices struggle with complex MPC optimizations and state estimation errors.
method Imitation learning of neural network policies from MPC-computed demonstrations, using Bayesian inference with Monte Carlo Dropout.
result Trained policies generalize well to different patient cohorts, outperforming traditional MPC with state estimation.

Framework calibrates ML models for risk control in various tasks.

problem Achieving statistical guarantees for model predictions.
method Reframing risk control as multiple hypothesis testing, applying statistical techniques.
result New calibration methods for multi-label classification, instance segmentation, outlier detection, and confidence set coverage.

EHR-MPC optimizes sepsis treatment using digital twins and inference-time control.

problem Optimal sepsis treatment policies are contested and difficult to adapt during inference.
method EHR-MPC decouples learning patient dynamics from treatment optimization, enabling inference-time control over learned digital twins.
result EHR-MPC achieves comparable off-policy performance and improved simulation performance compared to RL baselines.

We identify and validate a model for PCR in high dimensions, improving prediction guarantees.

problem Model identification and out-of-sample prediction in high-dimensional error-in-variables settings.
method Analysis of principal component regression (PCR) in fixed design settings, introducing a linear algebraic condition.
result Consistent model identification and improved out-of-sample prediction guarantees.

Develops a learning model predictive controller for competitive racing.

problem Lack of exploration in state space and complexity in obstacle avoidance.
method Explores state space through multiple initializations and develops a new method for convex terminal set selection.
result Yields a richer terminal safe set and maintains convexity.

A new reinforcement learning method reduces action complexity for robust control.

problem Deep reinforcement learning's susceptibility to spurious correlations.
method Minimizing trajectory entropy to encourage simple, predictable actions.
result Trajectory Entropy Reinforcement Learning achieves superior performance and robustness.

Multivariate boosted trees improve forecasting and control by capturing correlated predictions.

problem Capturing multivariate target cross-correlations and applying structured penalties to predictions.
method A computationally efficient algorithm for fitting multivariate boosted trees.
result Multivariate trees outperform univariate counterparts in correlated prediction scenarios.

Robot-assisted dressing offers an opportunity to benefit the lives of many people with disabilities, such as some older adults. However, robots currently lack common sense about the physical implications of their actions on people. The physical implications of dressing are complicated by non-rigid garments, which can r…

2017-09-27abs ↗pdf ↗

Study develops a data-based model for in-cylinder pressure and cyclic variations in RCCI engines.

problem Lack of models capturing cyclic variations in combustion concepts like RCCI.
method Combines Principle Component Decomposition and Gaussian Process Regression.
result Model predicts combustion measures with high accuracy, especially peak-pressure rise-rate.

A new conformal prediction framework for two-stage models identifies stage-wise uncertainty.

problem Limited coverage guarantees and lack of modular structure understanding in existing conformal prediction methods.
method Decomposes prediction residuals into stage-specific components, calibrates parameters using FWER control, and adapts to non-stationary settings.
result Improves coverage and identifies stage-wise error contributions compared to standard conformal methods.

Unified Bayesian model explains in-context learning and activation steering in LLMs.

problem Understanding and controlling the behavior of large language models (LLMs) through prompts and activations.
method Developed a Bayesian model to explain and predict the effects of in-context learning and activation steering.
result Unified model predicts distinct phases and sudden shifts in LLM behavior, explaining prior empirical phenomena.

New method handles robust and adaptive control of linear systems with non-convex costs.

problem Robust and adaptive control of linear systems with unknown parameters.
method Combining non-asymptotic linear regression, interval prediction, and tree-based planning.
result First end-to-end suboptimality analysis for robust and adaptive MPC with non-convex costs.

This paper develops a framework for training and evaluating neural networks for MPC.

problem Lack of a general framework for characterizing learning approaches in MPC.
method Developed a framework using PyTorch and CVXPY, incorporating hit-and-run sampling for efficient training data generation.
result Proposed metrics for validating neural network-based MPC approaches.

Proposes a recursive MPC scheme with probabilistic safety guarantees for uncertain dynamic systems.

problem Probabilistic safety guarantees for MPC in dynamic environments with unknown stochastic agents.
method Uses conformal prediction to derive high-confidence prediction regions and gradually relax safety constraints online.
result Ensures recursive feasibility of MPC schemes by relaxing safety constraints over time.

Study learns state representations from observations for control, proving guarantees.

problem Learning state representations from high-dimensional observations for control.
method Cost-driven approach, learning latent state model to predict costs.
result Proves finite-sample guarantees for near-optimal state representation and controller.

Hybridizes CEM and gradient descent for efficient model-predictive control.

problem Efficiently planning optimal action sequences in high-dimensional spaces.
method Interleaves Cross-Entropy Method (CEM) and gradient descent steps.
result Faster convergence and avoidance of local optima compared to CEM.

Novel model for predicting event intensities from static and time series data.

problem Predicting event intensities from static and irregularly sampled time series data.
method Neural controlled differential equations and signature-based CoxSig model.
result The CoxSig model provides theoretical learning guarantees and performs well on various datasets.