Abstract: This letter presents a robust data-driven receding-horizon control framework for the discrete-time linear quadratic regulator (LQR) with input constraints. Unlike earlier data-driven ...
In quantitative finance, as in other areas of technology, the simplest ideas are often the most effective. So it has proved for David Itkin, this year’s winner of the Risk.net award for rising star in ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback