7.1SYJun 4
Disturbance rejection control barrier functionsXinyang Wang, Wei Xiao, Hongwei Zhang
Most existing robust control barrier functions (CBFs) can only handle matched disturbances, restricting their applications in real-world scenarios. While some recent advances extend robust CBFs to unmatched disturbances, they heavily rely on differentiability property of disturbances, and fail to accommodate non-differentiable case for safety constraints with high relative degree.To address these limitations, this paper proposes a class of disturbance rejection CBFs (DRCBFs), including knowledge-based DRCBFs (kDRCBFs) and reciprocal-compensated DRCBFs (rDRCBFs).These two DRCBFs can strictly guarantee safety under general bounded disturbances, which includes both matched or unmatched, differentiable or non-differentiable disturbances as special cases. Moreover, no information of disturbance is needed in rDRCBFs. Simulation results illustrate that the proposed DRCBFs outperform existing robust CBFs.
ContestTrade: A Multi-Agent Trading System Based on Internal Contest MechanismLi Zhao, Rui Sun, Zuoyou Jiang et al.
In financial trading, large language model (LLM)-based agents demonstrate significant potential. However, the high sensitivity to market noise undermines the performance of LLM-based trading systems. To address this limitation, we propose a novel multi-agent system featuring an internal competitive mechanism inspired by modern corporate management structures. The system consists of two specialized teams: (1) Data Team - responsible for processing and condensing massive market data into diversified text factors, ensuring they fit the model's constrained context. (2) Research Team - tasked with making parallelized multipath trading decisions based on deep research methods. The core innovation lies in implementing a real-time evaluation and ranking mechanism within each team, driven by authentic market feedback. Each agent's performance undergoes continuous scoring and ranking, with only outputs from top-performing agents being adopted. The design enables the system to adaptively adjust to dynamic environment, enhances robustness against market noise and ultimately delivers superior trading performance. Experimental results demonstrate that our proposed system significantly outperforms prevailing multi-agent systems and traditional quantitative investment methods across diverse evaluation metrics. ContestTrade is open-sourced on GitHub at https://github.com/FinStep-AI/ContestTrade.
2.3SYJan 26, 2025
Learning-Enhanced Safeguard Control for High-Relative-Degree Systems: Robust Optimization under Disturbances and FaultsXinyang Wang, Hongwei Zhang, Shimin Wang et al.
Merely pursuing performance may adversely affect the safety, while a conservative policy for safe exploration will degrade the performance. How to balance the safety and performance in learning-based control problems is an interesting yet challenging issue. This paper aims to enhance system performance with safety guarantee in solving the reinforcement learning (RL)-based optimal control problems of nonlinear systems subject to high-relative-degree state constraints and unknown time-varying disturbance/actuator faults. First, to combine control barrier functions (CBFs) with RL, a new type of CBFs, termed high-order reciprocal control barrier function (HO-RCBF) is proposed to deal with high-relative-degree constraints during the learning process. Then, the concept of gradient similarity is proposed to quantify the relationship between the gradient of safety and the gradient of performance. Finally, gradient manipulation and adaptive mechanisms are introduced in the safe RL framework to enhance the performance with a safety guarantee. Two simulation examples illustrate that the proposed safe RL framework can address high-relative-degree constraint, enhance safety robustness and improve system performance.