Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This article designs a self-triggered adaptive dynamic programming (STADP) algorithm combined with the model predictive control (MPC) mechanism to address the approximate optimal control of a ...
Abstract: Accurate sensitivity analysis of locational marginal price (LMP) is crucial for risk hedging and market management. This paper proposes multiparametric nonlin ear programming for sensitivity ...