We consider dynamic systems controlled by boolean signals or decisions. We show that in a number of cases, the receding horizon formulation of the control problem can be solved via linear programming by relaxing the binary constraints on the control. The idea behind our approach is conceptually easy: a feasible control can be forced by imposing that the boolean signal is set to one at least one...

This paper discusses issues related to model predictive control for dual rate systems in which the input is updated faster than the output. When fast-rate models are not available, a simple and effective approach is proposed for receding horizon control which uses just a single prediction equation to generate fast control moves.

The optimal execution of stock trades is a relevant and interesting problem as it key in maximizing profits reducing risks when investing the market. In case large orders, becomes even more complex impact order market has to be taken into account. usual solution split orders set smaller suborders that must executed within prescribed time window. This leads deciding window execute each suborder....