hamilton-jacobi-bellman

There are 11 repositories under hamilton-jacobi-bellman topic.

  • PyDiffGame

    krichelj/PyDiffGame

    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

    Language:Python485159

  • Mephistopheles-0/DeepBSDE

    Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving the following PDEs

    Language:Jupyter Notebook24408

  • MahanFathi/HJxB

    Continuous-Time/State/Action Fitted Value Iteration via Hamilton-Jacobi-Bellman (HJB)

    Language:Python14400

  • robotsorcerer/levelsetpy

    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.

    Language:Jupyter Notebook9201

  • icfly2/hjb_solvers

    A range of Hamilton–Jacobi–Bellman (HJB) solvers. Solve optimisation problems with dynamic programming.

    Language:Jupyter Notebook7207

  • crodriguezvega/risk-sensitive-control

    Risk-sensitive asset management simulation in Matlab.

    Language:MATLAB3200

  • mcpca/marlin

    A parallel solver for first-order static Hamilton-Jacobi PDEs

    Language:C++3202

  • alframoss/incentive-fees

    Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

    Language:Jupyter Notebook2100

  • Costopoulos/helperOC

    :rocket::airplane::dart: Fork of HJReachability's helperOC library for the MATLAB development part of my Master's Thesis on Hamilton Jacobi Reachability in collaboration with Georgia Tech's School of Aerospace Engineering.

    Language:MATLAB2100

  • kyomangold/ETH-DynamicProgrammingOptimalControl

    Repository for the code of the "Dynamic Programming and Optimal Control" (DPOC) lecture at the "Institute for Dynamic Systems and Control" at ETH Zurich.

    Language:MATLAB2100

  • FranzValerio/Stochastic-epidemic-control

    En este repositorio pueden encontrarse los códigos utilizados para realizar el trabajo de tesis de maestría.

    Language:Jupyter Notebook0100