GitHub topics: stochastic-control
SarcasticMatrix/hestonpy
Calibration of Stochastic Volatility models on implied volatility smiles
Language: Jupyter Notebook - Size: 45.9 MB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 0 - Forks: 0
aurelienperez/sciphy-RL-for-DOCTR-L
Offline Reinforcement Learning with neural PDEs.
Language: Python - Size: 8.1 MB - Last synced at: 12 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 0
crodriguezvega/risk-sensitive-control
Risk-sensitive asset management simulation in Matlab.
Language: Matlab - Size: 1.6 MB - Last synced at: 9 days ago - Pushed at: over 9 years ago - Stars: 4 - Forks: 0
NiyiOsinowo/Optimal-Control
The goal of this project is to explore and compare the different methods of solving optimal control problems in dynamical systems
Language: Jupyter Notebook - Size: 8.62 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0
msramada/Control-Importance-Distribution-Algorithm-CIDA-
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''.
Language: Jupyter Notebook - Size: 8.78 MB - Last synced at: 8 months ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0
SebKerz/Data-Driven-Tube-Based-Stochastic-Predictive-Control
Code for journal publication 10.1109/OJCSYS.2023.3291596
Language: MATLAB - Size: 4.67 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0
HujiaYuYoyo/MS-E251_stochasticControl
Linear Dynamic Systems with Unknown Parameters
Language: Jupyter Notebook - Size: 1.28 MB - Last synced at: 10 months ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 1
msramada/linearizing-uncertainty-for-control
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''.
Language: Julia - Size: 15.8 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 4 - Forks: 0
lcsrodriguez/optimalHFT
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Language: Jupyter Notebook - Size: 559 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 13 - Forks: 5
msabvid/cpm_agent_based_sim
Control + Bellman equation to find arbitrage strategies in Constant Product Market with constant fees
Language: Jupyter Notebook - Size: 563 KB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 5 - Forks: 0
msabvid/DeepLearning-StochasticControl
Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems
Language: Jupyter Notebook - Size: 2.85 MB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 2
vipulkumbhar/AuE893_Robust_Predictive_Control
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.
Language: MATLAB - Size: 6.93 MB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 34 - Forks: 7
NiMlr/High-Dim-ES-RL
Paper: Challenges in High-dimensional Reinforcement Learning with Evolution Strategies
Language: Python - Size: 21.5 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 25 - Forks: 5
FranzValerio/Stochastic-epidemic-control
En este repositorio pueden encontrarse los códigos utilizados para realizar el trabajo de tesis de maestría.
Language: Jupyter Notebook - Size: 3.82 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0
dimitra-maoutsa/Geometric-path-augmentation-for-SDEs
Repository for inference method for stochastic processes through geometric path augmentation
Language: Python - Size: 12.2 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
maxgillham/ReinforcementLearning-AlgoTrading
Code for thesis project on applying reinforcement learning to algorithmic trading
Language: Python - Size: 19.7 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 29 - Forks: 10
papachristoumarios/pid-neural-network
PID with neural networks
Size: 0 Bytes - Last synced at: about 2 months ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 0
