activity
20192026
most citedLambda-Policy Iteration with Randomization for Contractive Models with Infinite Policies: Well-Posedness and Convergence (Extended Version)

4 citations · 4 across the 9 of their papers we have counts for

collaborators

10 papers

q-fin.TR2026

Model Predictive Control For Trade Execution

Thomas P. McAuliffe, Samuel Liew, Yuchao Li +7

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) frame…

eess.SY2024

Distributed Charging Coordination for Electric Trucks under Limited Facilities and Travel Uncertainties

Ting Bai, Yuchao Li, Andreas A. Malikopoulos +2

In this work, we address the problem of charging coordination between electric trucks and charging stations. The problem arises from the tension between the trucks' nontrivial char…

eess.SY2023

Distributed Charging Coordination of Electric Trucks with Limited Charging Resources

Ting Bai, Yuchao Li, Karl Henrik Johansson +1

Electric trucks usually need to charge their batteries during long-range delivery missions, and the charging times are often nontrivial. As charging resources are limited, waiting…

math.OC2023

Parallel Model Predictive Control for Deterministic Systems

Yuchao Li, Aren Karapetyan, Niklas Schmid +3

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel…

math.OC2023

Exact Dynamic Programming for Positive Systems with Linear Optimal Cost

Yuchao Li, Anders Rantzer

Recent work [Ran22] formulated a class of optimal control problems involving positive linear systems, linear stage costs, and elementwise constraints on control. It was shown that…

eess.SY2023

Rollout-Based Charging Strategy for Electric Trucks with Hours-of-Service Regulations (Extended Version)

Ting Bai, Yuchao Li, Karl H. Johansson +1

Freight drivers of electric trucks need to design charging strategies for where and how long to recharge the truck in order to complete delivery missions on time. Moreover, the cha…

cs.RO2022

Multiagent Rollout with Reshuffling for Warehouse Robots Path Planning

William Emanuelsson, Alejandro Penacho Riveiros, Yuchao Li +2

Efficiently solving path planning problems for a large number of robots is critical to the successful operation of modern warehouses. The existing approaches adopt classical shorte…

math.OC2022

Performance Bounds of Model Predictive Control for Unconstrained and Constrained Linear Quadratic Problems and Beyond

Yuchao Li, Aren Karapetyan, John Lygeros +2

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considerin…

math.OC2021

Data-driven Rollout for Deterministic Optimal Control

Yuchao Li, Karl H. Johansson, Jonas Mårtensson +1

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for con…

eess.SY2019★ 4 cited

Lambda-Policy Iteration with Randomization for Contractive Models with Infinite Policies: Well-Posedness and Convergence (Extended Version)

Yuchao Li, Karl H. Johansson, Jonas Mårtensson

Abstract dynamic programming models are used to analyze -policy iteration with randomization algorithms. Particularly, contractive models with infinite policies are considered a…