Topic: hamilton-jacobi-bellman Goto Github
Some thing interesting about hamilton-jacobi-bellman
Some thing interesting about hamilton-jacobi-bellman
hamilton-jacobi-bellman,Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.
User: alframoss
hamilton-jacobi-bellman,Risk-sensitive asset management simulation in Matlab.
User: crodriguezvega
hamilton-jacobi-bellman,En este repositorio pueden encontrarse los códigos utilizados para realizar el trabajo de tesis de maestría.
User: franzvalerio
hamilton-jacobi-bellman,A range of Hamilton–Jacobi–Bellman (HJB) solvers. Solve optimisation problems with dynamic programming.
User: icfly2
hamilton-jacobi-bellman,PyDiffGame is a Python implementation of a Nash Equilibrium solution to Differential Games, based on a reduction of Game Hamilton-Bellman-Jacobi (GHJB) equations to Game Algebraic and Differential Riccati equations, associated with Multi-Objective Dynamical Control Systems
User: krichelj
Home Page: https://krichelj.github.io/PyDiffGame/
hamilton-jacobi-bellman,Repository for the code of the "Dynamic Programming and Optimal Control" (DPOC) lecture at the "Institute for Dynamic Systems and Control" at ETH Zurich.
User: kyomangold
hamilton-jacobi-bellman,Continuous-Time/State/Action Fitted Value Iteration via Hamilton-Jacobi-Bellman (HJB)
User: mahanfathi
hamilton-jacobi-bellman,A parallel solver for first-order static Hamilton-Jacobi PDEs
User: mcpca
hamilton-jacobi-bellman,Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving the following PDEs
User: mephistopheles-0
Home Page: https://arxiv.org/abs/1706.04702
hamilton-jacobi-bellman,A GPU-accelerated toolbox for hyperbolic PDEs in a weaker (viscosity) sense. It leverages the integral to the solution of the conservation of momentum problem (being equivalent to the derivative of Hamilton-Jacobi equations) in one spatial dimension. We resolve such hyperbolic differential equations using wave-front propagating schemes on a spatial-by-spatial dimension in resolving the classical value in dynamic programming (respectively optimal control and differential games) problems.
User: robotsorcerer
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