Software for solving polynomial-quadratic regulator problems

Calculates polynomial approximations to energy functions for nonlinear balanced truncation. Nonlinear transformations for model reduction are also approximated by polynomials.

Numerical Solution for Hamilton-Jacobi-Bellman Equations

🚀✈️🎯 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.

Implementation of paper: "HJB-Equation-Based Optimal Learning Scheme for Neural Networks With Applications in Brain–Computer Interface"

一些小积累

Solving the HJB equation of the stochastic control of the optimal dynamic reinsurance policy and dynamic dividend strategy

Solver for the HJB equation associated to the importance sampling problem of diffusion processes