Approximate Dynamic Programming for Portfolio Selection Problem
Multi-Shot Approximation of Discounted Cost MDPs
Value-gradient iteration for convex stochastic control
Approximate Dynamic Programming assignment solution for a maze environment at ADPRL at TU Munich
Real-Time Ambulance Dispatching and Relocation
Numerical methods implementations from computational methods class
Implementation of Approximate Smooth Kernel Value Iteration
Gauss-Newton optimization for value iteration
Interactive demo for airline dynamic pricing and capacity control using exact Dynamic Programming and Approximate Dynamic Programming under an MNL choice model.
Four policy classes (PFA/CFA/VFA/DLA) on the energy-storage problem, scored against a verified exact optimum, with a model-misspecification study
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