Approximate Dynamic Programming for Portfolio Selection Problem
python finance python3 portfolio-optimization python35 gurobipy-wheels stochastic-dynamic-programming approximate-dynamic-programming
- Updated
Dec 8, 2022 - Python
#
approximate-dynamic-programming
Here are 5 public repositories matching this topic...
Multi-Shot Approximation of Discounted Cost MDPs
reinforcement-learning linear-programming reinforcement-learning-algorithms inventory-management value-function kernel-trick approximate-dynamic-programming random-features
- Updated
Jul 23, 2024 - Python
Value-gradient iteration for convex stochastic control
- Updated
Nov 2, 2023 - Python
Approximate Dynamic Programming assignment solution for a maze environment at ADPRL at TU Munich
- Updated
Feb 1, 2019 - Python
Implementation of Approximate Smooth Kernel Value Iteration
- Updated
Oct 12, 2022 - Python
Improve this page
Add a description, image, and links to the approximate-dynamic-programming topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the approximate-dynamic-programming topic, visit your repo's landing page and select "manage topics."