1.2k citations · 1.7k across the 52 of their papers we have counts for
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Fitting Jump Models
A. Bemporad, V. Breschi, D. Piga +1
We describe a new framework for fitting jump models to a sequence of data. The key idea is to alternate between minimizing a loss function to fit multiple model parameters, and min…
OSQP: An Operator Splitting Solver for Quadratic Programs
Bartolomeo Stellato, Goran Banjac, Paul Goulart +2
We present a general-purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requ…
Cloud-aided collaborative estimation by ADMM-RLS algorithms for connected vehicle prognostics
Valentina Breschi, Ilya Kolmanovsky, Alberto Bemporad
As the connectivity of consumer devices is rapidly growing and cloud computing technologies are becoming more widespread, cloud-aided techniques for parameter estimation can be des…
A posteriori multi-stage optimal trading under transaction costs and a diversification constraint
Mogens Graf Plessen, Alberto Bemporad
This paper presents a simple method for a posteriori (historical) multi-variate multi-stage optimal trading under transaction costs and a diversification constraint. Starting from…
Stock Trading via Feedback Control: Stochastic Model Predictive or Genetic?
Mogens Graf Plessen, Alberto Bemporad
We seek a discussion about the most suitable feedback control structure for stock trading under the consideration of proportional transaction costs. Suitability refers to robustnes…
Trajectory Planning Under Vehicle Dimension Constraints Using Sequential Linear Programming
Mogens Graf Plessen, Pedro F. Lima, Jonas Martensson +2
This paper presents a spatial-based trajectory planning method for automated vehicles under actuator, obstacle avoidance, and vehicle dimension constraints. Starting from a nonline…
Risk-averse model predictive control
Pantelis Sopasakis, Domagoj Herceg, Alberto Bemporad +1
Risk-averse model predictive control (MPC) offers a control framework that allows one to account for ambiguity in the knowledge of the underlying probability distribution and unifi…