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Mathematical Program Networks
Forrest Laine
Mathematical Program Networks (MPNs) are introduced in this work. An MPN is a collection of interdependent Mathematical Programs (MPs) which are to be solved simultaneously, while…
math.OC2018
The Parallelization of Riccati Recursion
Forrest Laine, Claire Tomlin
A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR prob…