Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Abstract: An iterative algorithm to solve Algebraic Riccati Equations with an indefinite quadratic term is proposed. The global convergence and local quadratic rate of convergence of the algorithm are ...
Abstract: We develop a numerically efficient algorithm for computing controls for nonlinear systems that minimize a quadratic performance measure. We formulate the optimal control problem in ...
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