Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving the following PDEs
-
Updated
Jun 14, 2024 - Jupyter Notebook
Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving the following PDEs
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
A range of Hamilton–Jacobi–Bellman (HJB) solvers. Solve optimisation problems with dynamic programming.
A parallel solver for first-order static Hamilton-Jacobi PDEs
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 spat…
Repository for the code of the "Dynamic Programming and Optimal Control" (DPOC) lecture at the "Institute for Dynamic Systems and Control" at ETH Zurich.
Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.
Risk-sensitive asset management simulation in Matlab.
🚀
En este repositorio pueden encontrarse los códigos utilizados para realizar el trabajo de tesis de maestría.
Continuous-Time/State/Action Fitted Value Iteration via Hamilton-Jacobi-Bellman (HJB)
Add a description, image, and links to the hamilton-jacobi-bellman topic page so that developers can more easily learn about it.
To associate your repository with the hamilton-jacobi-bellman topic, visit your repo's landing page and select "manage topics."