This repository contains classwork and practice examples based on Model Predictive Control. Robust and Stochastic control methods applied to and studied for linear/non-linear plants.
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Jul 20, 2022 - MATLAB
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stochastic-control
Here are 17 public repositories matching this topic...
Code for thesis project on applying reinforcement learning to algorithmic trading
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Dec 8, 2022 - Python
Paper: Challenges in High-dimensional Reinforcement Learning with Evolution Strategies
machine-learning reinforcement-learning optimization neuroevolution neural-networks evolutionary-algorithms evolutionary-computation control-theory evolutionary-strategy evolution-strategies derivative-free stochastic-control
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May 30, 2022 - Python
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
optimization calibration hft poisson-process high-frequency-trading market-making stochastic-control cox-point-process parameters-estimation l1-data
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Mar 30, 2024 - Jupyter Notebook
Code for the paper {Pang, Bo, and Zhong-Ping Jiang. "Reinforcement Learning for Adaptive Optimal Stationary Control of Linear Stochastic Systems." arXiv preprint arXiv:2107.07788 (2021)."}
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Dec 5, 2021 - MATLAB
Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems
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Jan 31, 2023 - Jupyter Notebook
Control + Bellman equation to find arbitrage strategies in Constant Product Market with constant fees
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Apr 5, 2022 - Jupyter Notebook
This code can be used to reproduce the results in our paper ``Linearizing uncertainties that matter for control: the Koopman operator in the dual control context''.
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May 3, 2024 - Julia
Repository for inference method for stochastic processes through geometric path augmentation
particle-filter stochastic-differential-equations inverse-problems sdes stochastic-control fokker-planck-equations score-matching
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May 25, 2023 - Python
Risk-sensitive asset management simulation in Matlab.
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Nov 8, 2015 - MATLAB
Code for journal publication 10.1109/OJCSYS.2023.3291596
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Jul 12, 2024 - MATLAB
This code can be used to reproduce the results in our paper ``A Control Approach for Nonlinear Stochastic State Uncertain Systems with Probabilistic Safety Guarantees''.
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Mar 30, 2024 - Jupyter Notebook
The goal of this project is to explore and compare the different methods of solving optimal control problems in dynamical systems
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Oct 22, 2024 - Jupyter Notebook
En este repositorio pueden encontrarse los códigos utilizados para realizar el trabajo de tesis de maestría.
metapopulation epidemiology stochastic-control hamilton-jacobi-bellman epidemic-simulations physics-informed-neural-networks
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Jul 8, 2023 - Jupyter Notebook
The programs written over the summer of 2021 while working for the University of Delaware's Information and Decision Sciences (IDS) Lab. For more information about the lab and its other projects, please visit https://sites.udel.edu/ids-lab/ . This repository and README will be updated somewhat reguarly as progress is made on these projects.
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Aug 25, 2021 - Python
Linear Dynamic Systems with Unknown Parameters
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Jul 19, 2018 - Jupyter Notebook
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