12 citations · 15 across the 8 of their papers we have counts for
8 papers
Arbitrage and the Stability of AMM Price Tracking
Peihao Li, Nadia Dahmani, Wenqi Cai
Automated market makers (AMMs) quote prices from pool state rather than from a limit order book. AMM pools often stay close to a reference price because arbitrageurs correct profit…
Cost-Matching Model Predictive Control for Efficient Reinforcement Learning in Humanoid Locomotion
Wenqi Cai, Kyriakos G. Vamvoudakis, Sébastien Gros +1
In this paper, we propose a cost-matching approach for optimal humanoid locomotion within a Model Predictive Control (MPC)-based Reinforcement Learning (RL) framework. A parameteri…
Data-Driven Domestic Flexible Demand: Observations from experiments in cold climate
Dirk Reinhardt, Wenqi Cai, Sebastien Gros
In this chapter, we report on our experience with domestic flexible electric energy demand based on a regular commercial (HVAC)-based heating system in a house. Our focus is on inv…
Quasi-Newton Iteration in Deterministic Policy Gradient
Arash Bahari Kordabad, Hossein Nejatbakhsh Esfahani, Wenqi Cai +1
This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton st…
Optimal Management of the Peak Power Penalty for Smart Grids Using MPC-based Reinforcement Learning
Wenqi Cai, Hossein N. Esfahani, Arash B. Kordabad +1
The cost of the power distribution infrastructures is driven by the peak power encountered in the system. Therefore, the distribution network operators consider billing consumers b…
Multi-agent Battery Storage Management using MPC-based Reinforcement Learning
A. Bahari Kordabad, W. Cai, S. Gros
In this paper, we present the use of Model Predictive Control (MPC) based on Reinforcement Learning (RL) to find the optimal policy for a multi-agent battery storage system. A time…
MPC-based Reinforcement Learning for a Simplified Freight Mission of Autonomous Surface Vehicles
Wenqi Cai, Arash B. Kordabad, Hossein N. Esfahani +2
In this work, we propose a Model Predictive Control (MPC)-based Reinforcement Learning (RL) method for Autonomous Surface Vehicles (ASVs). The objective is to find an optimal polic…
MPC-based Reinforcement Learning for Economic Problems with Application to Battery Storage
Arash Bahari Kordabad, Wenqi Cai, Sebastien Gros
In this paper, we are interested in optimal control problems with purely economic costs, which often yield optimal policies having a (nearly) bang-bang structure. We focus on polic…