stochastic-control topic
ReinforcementLearning-AlgoTrading
Code for thesis project on applying reinforcement learning to algorithmic trading
High-Dim-ES-RL
Paper: Challenges in High-dimensional Reinforcement Learning with Evolution Strategies
AuE893_Robust_Predictive_Control
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.
optimalHFT
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
OLSbPI
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)."}