https://github.com/kul-optec/risk-averse

Modeling framework for risk-constrained risk-averse optimal control problems (MATLAB toolbox)
https://github.com/kul-optec/risk-averse

matlab-toolbox optimal-control optimization risk

Last synced: 2 months ago
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Modeling framework for risk-constrained risk-averse optimal control problems (MATLAB toolbox)

• Host: GitHub
• URL: https://github.com/kul-optec/risk-averse
• Owner: kul-optec
• License: mit
• Created: 2018-11-11T13:15:08.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2018-11-15T14:43:55.000Z (over 7 years ago)
• Last Synced: 2025-01-01T04:50:09.168Z (over 1 year ago)
• Topics: matlab-toolbox, optimal-control, optimization, risk
• Language: Matlab
• Size: 622 KB
• Stars: 10
• Watchers: 11
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Marietta

Marietta is a MATLAB toolbox for risk-averse risk-constrained multistage optimal control.

![State vs time](./matlab/design/state.png)

About the toolbox:

* **Download**: Download the [latest version](https://github.com/kul-forbes/risk-averse/archive/master.zip)

* **Installation**: run `matlab/setupMarietta`

* **License**: [MIT License]()

* **Developed by**: P. Sopasakis, M. Schuurmans and P. Patrinos

## Documentation

Check out the [**detailed documentation**](./matlab/README.md).

See how to use `marietta` to devise a [**betting strategy**](./matlab/examples/xmpl_betting.md).