Risk-sensitive asset management simulation in Matlab.
-
Updated
Nov 8, 2015 - MATLAB
Risk-sensitive asset management simulation in Matlab.
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)."}
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.
Add a description, image, and links to the stochastic-control topic page so that developers can more easily learn about it.
To associate your repository with the stochastic-control topic, visit your repo's landing page and select "manage topics."