GitHub topics: approximate-dynamic-programming
ramiuness/dynamic-asset-allocation
Implements a simulation-based dynamic programming framework for optimal portfolio allocation over multiple periods. Combines analytical solutions with approximate methods under CRRA and log utility, using Monte Carlo simulation, convex optimization, and value function approximation to compute optimal policies across time and wealth levels.
Language: Jupyter Notebook - Size: 170 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0
cvxgrp/vgi
Value-gradient iteration for convex stochastic control
Language: Python - Size: 675 KB - Last synced at: 2 months ago - Pushed at: over 1 year ago - Stars: 9 - Forks: 2
bevanda/ADP
Approximate Dynamic Programming assignment solution for a maze environment at ADPRL at TU Munich
Language: Python - Size: 735 KB - Last synced at: 3 months ago - Pushed at: over 6 years ago - Stars: 6 - Forks: 5
Multi-Shot-Approximation-of-MDPs/Self-Guided-ALPs-Discounted-Cost
Multi-Shot Approximation of Discounted Cost MDPs
Language: Python - Size: 4.99 MB - Last synced at: 5 months ago - Pushed at: 11 months ago - Stars: 11 - Forks: 4
edouardberthe/adp-portfolio-selection
Approximate Dynamic Programming for Portfolio Selection Problem
Language: Python - Size: 118 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 43 - Forks: 10
AmirAli-N/DynamicProgramming-DispatchingRelocation
Real-Time Ambulance Dispatching and Relocation
Language: Visual Basic - Size: 54.7 KB - Last synced at: about 2 years ago - Pushed at: almost 6 years ago - Stars: 1 - Forks: 0
