Fast Model Predictive Control Using Online Optimization

Dynamic hedging of basket options under proportional transaction costs using receding horizon control

(2009) James A. Primbs   INTERNATIONAL JOURNAL OF CONTROL

Convex piecewise-linear fitting

(2008) Alessandro Magnani et al.   OPTIMIZATION AND ENGINEERING

Performance bounds for linear stochastic control

(2008) Yang Wang et al.   SYSTEMS & CONTROL LETTERS

Efficient MPC optimization using Pontryagin's minimum principle

(2007) Mark Cannon et al.   INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL

Fast implementations and rigorous models: Can both be accommodated in NMPC?

(2007) Victor M. Zavala et al.   INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL

An online active set strategy to overcome the limitations of explicit MPC

(2007) H. J. Ferreau et al.   INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL