3 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…
math.OC2025
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…
eess.SY2025
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…