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eess.SY2026
Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach
Tan Chin Hong, Chung-Han Hsieh
The Double Linear Policy (DLP) framework guarantees a Robust Positive Expectation (RPE) under optimized constant-weight designs or admissible prespecified time-varying policies. Ho…
eess.SY2022★ 2 cited
From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems
Chung-Han Hsieh
This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital acros…