Ask any seasoned FX dealer what drives spreads, and you’ll get a handful of familiar answers: volatility, economic data, and, ...

The use of a non-conventional linear programming technique, involving a piecewise differentiable penalty function minimization, is presented in this paper in connection with power system Constrained ...

The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability ...