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read:
### stochastic programming
mathematical programming book
http://web.mit.edu/15.053/www/AMP.htm
mutistage stochastic programming
https://orbi.uliege.be/bitstream/2268/80246/1/MSPchap_pre…
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Sampling-Based Nonlinear Stochastic Optimal Control for Neuromechanical Systems.
Determining how the nervous system controls tendon-driven bodies remains an open question. Stochastic optimal contro…
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Here are ten unsolved problems in algorithmic trading framed within a pure mathematics context:
1. **Optimal Execution Problem**: Finding a universally optimal strategy for executing large orders t…
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Is it possible to combine the Koopman expectation method with collocation techniques defined in DiffEqFlux for very efficient stochastic optimal control?
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Dear @odow,
I got to know about SDDP.jl thanks to a course by Prof. Andy Philpott. I am experimenting with SDDP.jl to create a stochastic capacity expansion model for district heating (DH), which I…
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Hi,
Thank you for your efforts in compiling this resource! I just wanted to add our recent work on diffusion bridges, with applications both in cellular differentiation processes and protein confo…
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Link: [Arxiv](https://arxiv.org/pdf/1907.04202.pdf)
Problem:
> Probabilistic ensembles with trajectory sampling (PETS) is a leading type of MBRL, which employs Bayesian inference to …
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Dear,
I am a beginner in OCL and I found you software very usefull for my nonlinear model. However,
I am trying to add random gaussian noise to **ocl.problem** to check the robustness of the opti…
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Hi there, I found some papers which are listed as unpublished, but which now have a DOI. Please check the list below and mark the ones which are correct. Add the label 'food for arxivbot' when you are…
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Link: [Arxiv](https://arxiv.org/pdf/1805.00909.pdf)
This is one of the important paper that link MBRL with Variational Inference, published in 2018/05
Problem:
> the connection between reinfo…