stochastic-control

There are 0 repository under stochastic-control topic.

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.
mpc mpc-control nlp ocp pid robust-control stochastic-control
Language:MATLAB 55
maxgillham / ReinforcementLearning-AlgoTrading
Code for thesis project on applying reinforcement learning to algorithmic trading
reinforcement-learning q-learning markov iid gym-environment stochastic-control
Language:Python 34
lcsrodriguez / optimalHFT
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
cox-point-process hft high-frequency-trading optimization stochastic-control l1-data calibration parameters-estimation poisson-process market-making
Language:Jupyter Notebook 29
NiMlr / High-Dim-ES-RL
Paper: Challenges in High-dimensional Reinforcement Learning with Evolution Strategies
evolution-strategies evolutionary-computation evolutionary-strategy reinforcement-learning neural-networks machine-learning neuroevolution stochastic-control control-theory optimization derivative-free evolutionary-algorithms
Language:Python 29
bo-pang / OLSbPI
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)."}
reinforcement-learning optimal-control stochastic-control
Language:MATLAB 19
msabvid / DeepLearning-StochasticControl
Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems
pontryagin-maximum-principle deep-learning stochastic-control pytorch
Language:Jupyter Notebook 9
msabvid / cpm_agent_based_sim
Control + Bellman equation to find arbitrage strategies in Constant Product Market with constant fees
arbitrage dynamic-programming stochastic-control constant-product-market
Language:Jupyter Notebook 7
msramada / linearizing-uncertainty-for-control
This code can be used to reproduce the results in our paper ``Extended Kalman filter---Koopman operator for tractable stochastic optimal control'.
control-theory extended-kalman-filter koopman-operator signal-processing stochastic-control
Language:Julia 5
crodriguezvega / risk-sensitive-control
Risk-sensitive asset management simulation in Matlab.
matlab stochastic-control asset-management hamilton-jacobi-bellman
Language:MATLAB 4
Geometric-path-augmentation-for-SDEs
dimitra-maoutsa / Geometric-path-augmentation-for-SDEs
Repository for inference method for stochastic processes through geometric path augmentation
fokker-planck-equations inverse-problems particle-filter score-matching sdes stochastic-control stochastic-differential-equations
Language:Python 3
SebKerz / Data-Driven-Tube-Based-Stochastic-Predictive-Control
Code for journal publication 10.1109/OJCSYS.2023.3291596
data-driven-control model-predictive-control stochastic-control
Language:MATLAB 3
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''.
control-theory monte-carlo particle-filter sampling-distribution stochastic-control julia
Language:Jupyter Notebook 1
NiyiOsinowo / Optimal-Control
The goal of this project is to explore and compare the different methods of solving optimal control problems in dynamical systems
reinforcement-learning-algorithms stochastic-control optimal-control optimization-algorithms
Language:Jupyter Notebook 1
papachristoumarios / pid-neural-network
PID with neural networks
pid-controller neural-networks stochastic-control
1
fdoyle6 / Summer-IDS-Lab
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.
control-systems stochastic-control extended-kalman-filter state-estimation
Language:Python 0
FranzValerio / Stochastic-epidemic-control
En este repositorio pueden encontrarse los códigos utilizados para realizar el trabajo de tesis de maestría.
epidemic-simulations epidemiology hamilton-jacobi-bellman metapopulation physics-informed-neural-networks stochastic-control
Language:Jupyter Notebook 0
HujiaYuYoyo / MS-E251_stochasticControl
Linear Dynamic Systems with Unknown Parameters
stochastic-control linear-quadratic-regularization dynamic-programming
Language:Jupyter Notebook 0
hestonpy
SarcasticMatrix / hestonpy
Heston and BlackScholes models for option pricing and portfolio management
black-scholes black-scholes-model heston-model heston-stochastic-volatility option-pricing portfolio-management stochastic-control
Language:Jupyter Notebook 0
aurelienperez / sciphy-RL-for-DOCTR-L
Offline Reinforcement Learning with neural PDEs.
deep-learning neural-pde reinforcement-learning stochastic-control
Language:Python

stochastic-control

vipulkumbhar / AuE893_Robust_Predictive_Control

maxgillham / ReinforcementLearning-AlgoTrading

lcsrodriguez / optimalHFT

NiMlr / High-Dim-ES-RL

bo-pang / OLSbPI

msabvid / DeepLearning-StochasticControl

msabvid / cpm_agent_based_sim

msramada / linearizing-uncertainty-for-control

crodriguezvega / risk-sensitive-control

dimitra-maoutsa / Geometric-path-augmentation-for-SDEs

SebKerz / Data-Driven-Tube-Based-Stochastic-Predictive-Control

msramada / Control-Importance-Distribution-Algorithm-CIDA-

NiyiOsinowo / Optimal-Control

papachristoumarios / pid-neural-network

fdoyle6 / Summer-IDS-Lab

FranzValerio / Stochastic-epidemic-control

HujiaYuYoyo / MS-E251_stochasticControl

SarcasticMatrix / hestonpy

aurelienperez / sciphy-RL-for-DOCTR-L