Projects in Awesome Lists tagged with optimal-control
A curated list of projects in awesome lists tagged with optimal-control .
https://github.com/open-spaced-repetition/fsrs4anki
A modern Anki custom scheduling based on Free Spaced Repetition Scheduler algorithm
anki anki-addon deep-learning fsrs intelligent-tutoring-system machine-learning memory optimal-control reinforcement-learning spaced-repetition spaced-repetition-algorithm srs
Last synced: 13 May 2025
https://github.com/casadi/casadi
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
academic-project algorithmic-differentation c-plus-plus code-generation derivatives library mathematics matlab modular nonlinear nonlinear-programming numerical-calculations octave optimal-control optimization parameter-estimation python scientific-computing symbolic-manipulation
Last synced: 21 Apr 2026
https://github.com/ethz-adrl/control-toolbox
The Control Toolbox - An Open-Source C++ Library for Robotics, Optimal and Model Predictive Control
automatic-differentiation control-systems cpp disturbance-observer extended-kalman-filter ilqg ilqr lqr-controller model-predictive-control multiple-shooting optimal-control riccati-solver rigid-body-dynamics robotics trajectory-optimization
Last synced: 15 May 2025
https://github.com/leggedrobotics/ocs2
Optimal Control for Switched Systems
control mpc optimal-control robotics
Last synced: 16 May 2025
https://github.com/rst-tu-dortmund/teb_local_planner
An optimal trajectory planner considering distinctive topologies for mobile robots based on Timed-Elastic-Bands (ROS Package)
mobile-robots navigation optimal-control path-planning ros trajectory-optimization
Last synced: 12 May 2025
https://github.com/loco-3d/crocoddyl
Crocoddyl is an optimal control library for robot control under contact sequence. Its solver is based on various efficient Differential Dynamic Programming (DDP)-like algorithms
code-generation conda crocoddyl differential-dynamic-programming legged-robotics model-predictive-control motion-planning optimal-control robotics ros trajectory-optimization
Last synced: 12 May 2025
https://github.com/eleurent/phd-bibliography
References on Optimal Control, Reinforcement Learning and Motion Planning
bibliography motion-planning optimal-control reinforcement-learning robust-control
Last synced: 27 Mar 2025
https://github.com/Shunichi09/PythonLinearNonlinearControl
PythonLinearNonLinearControl is a library implementing the linear and nonlinear control theories in python.
cem ddp ilqr linear-control model-based-rl model-predictive-control mpc mppi nmpc nonlinear-control optimal-control reinforcement-learning
Last synced: 26 Mar 2025
https://github.com/pantor/ruckig
Motion Generation for Robots and Machines. Real-time. Jerk-constrained. Time-optimal.
jerk-constrained motion-planning optimal-control robot-arm robotics time-optimal trajectory-generation
Last synced: 14 May 2025
https://alphaville.github.io/optimization-engine/
Nonconvex embedded optimization: code generation for fast real-time optimization + ROS support
code-generation code-generator embedded-optimization embedded-systems matlab-toolbox model-predictive-control mpc nmpc nonconvex nonconvex-optimization nonlinear-model-predictive-control nonlinear-optimization optimal-control python robotics rust rust-crate rust-library solver solver-library
Last synced: 07 Apr 2026
https://github.com/geonhee-lee/mpc_ros
Differential Wheeled Mobile Robot - Nonlinear Model Predictive Control based on ROS
collision-avoidance gazebo-simulation ipopt mpc navigation optimal-control path-tracking planner ros simulation trajectory trajectory-tracking unicycle
Last synced: 12 May 2025
https://github.com/alphaville/optimization-engine
Nonconvex embedded optimization: code generation for fast real-time optimization + ROS support
code-generation code-generator embedded-optimization embedded-systems matlab-toolbox model-predictive-control mpc nmpc nonconvex nonconvex-optimization nonlinear-model-predictive-control nonlinear-optimization optimal-control python robotics rust rust-crate rust-library solver solver-library
Last synced: 14 May 2025
https://github.com/juanmanzanero/fastest-lap
Fastest-lap is a vehicle dynamics simulator. It can be used to understand vehicle dynamics, to learn about driving techniques, to design car prototypes, or just for fun!
circuit cpp dynamics formula1 ipopt modeling motogp optimal-control python racecar racing simulator vehicle
Last synced: 24 Apr 2026
https://github.com/LeCAR-Lab/dial-mpc
Official implementation for the paper "Full-Order Sampling-Based MPC for Torque-Level Locomotion Control via Diffusion-Style Annealing". DIAL-MPC is a novel sampling-based MPC framework for legged robot full-order torque-level control with both precision and agility in a training-free manner.
diffusion humanoid legged-robots mpc online-control optimal-control quadruped sampling-based-control
Last synced: 18 Oct 2025
https://github.com/anassinator/ilqr
Iterative Linear Quadratic Regulator with auto-differentiatiable dynamics models
auto-differentiation cartpole control-systems ddp differential-dynamic-programming dynamics-models ilqg ilqr model-predictive-control model-predictive-controller mpc mpc-control non-linear-optimization optimal-control pendulum theano trajectory-optimization trajectory-tracking
Last synced: 20 Mar 2025
https://github.com/OpenOCL/OpenOCL
Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.
control-theory machine-learning model-predictive-control numerical-optimization optimal-control robotics trajectory-optimization
Last synced: 04 May 2025
https://github.com/odow/sddp.jl
A JuMP extension for Stochastic Dual Dynamic Programming
benders-decomposition julia jump markov-decision-process markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization optimal-control optimization sddip sddp stochastic-dual-dynamic-programming stochastic-integer stochastic-optimization stochastic-programming
Last synced: 23 Apr 2026
https://github.com/infiniteopt/infiniteopt.jl
An intuitive modeling interface for infinite-dimensional optimization problems.
differential-equations dynamic-programming julia measure-theory modeling-language nonlinear-optimization optimal-control optimization pde-constrained-optimization stochastic-optimization
Last synced: 26 May 2026
https://github.com/odow/SDDP.jl
A JuMP extension for Stochastic Dual Dynamic Programming
benders-decomposition julia jump markov-decision-process markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization optimal-control optimization sddip sddp stochastic-dual-dynamic-programming stochastic-integer stochastic-optimization stochastic-programming
Last synced: 04 May 2025
https://github.com/infiniteopt/InfiniteOpt.jl
An intuitive modeling interface for infinite-dimensional optimization problems.
differential-equations dynamic-programming julia measure-theory modeling-language nonlinear-optimization optimal-control optimization pde-constrained-optimization stochastic-optimization
Last synced: 04 May 2025
https://github.com/danielmartensson/ccontrol
Using advanced control and computer vision techniques in an easy way for embedded
c computervision control-systems embedded-systems lapack lda machine-learning machinelearning math-kernel-library mkl optimal-control pca systemidentification
Last synced: 16 May 2025
https://github.com/maimemo/SSP-MMC
A Stochastic Shortest Path Algorithm for Optimizing Spaced Repetition Scheduling
optimal-control research-paper spaced-repetition spaced-repetition-algorithm
Last synced: 30 Sep 2025
https://github.com/embersarc/scpp
Implementation of SCvx, linear MPC and LQR for trajectory generation and tracking
optimal-control rocket spacecraft
Last synced: 10 Oct 2025
https://github.com/EmbersArc/SCpp
Implementation of SCvx, linear MPC and LQR for trajectory generation and tracking
optimal-control rocket spacecraft
Last synced: 29 Sep 2025
https://github.com/pmichaillat/math-for-macro
Source files of the course "Mathematics for Macroeconomics"
bellman-equation course-materials differential-equations dynamic-programming dynamical-systems latex macroeconomics mathematics optimal-control phase-diagrams
Last synced: 28 Apr 2025
https://github.com/juliafirstorder/proximalalgorithms.jl
Proximal algorithms for nonsmooth optimization in Julia
admm julia machine-learning nonlinear-programming nonsmooth-optimization numerical-optimization optimal-control optimization optimization-algorithms proximal-algorithms proximal-gradient-method proximal-operators
Last synced: 04 Apr 2025
https://github.com/cmower/optas
OpTaS: An optimization-based task specification library for trajectory optimization and model predictive control.
forward-kinematics inverse-kinematics library model-predictive-control nonlinear optimal-control optimization planning python robotics task-specification trajectory-optimization
Last synced: 16 May 2025
https://github.com/sisl/mpopis
Adaptive importance sampling modification to MPPI
model-predictive-control mpc mppi nonlinear-control optimal-control sampling-based-control sampling-based-planning
Last synced: 13 Sep 2025
https://github.com/control-toolbox/optimalcontrol.jl
Model and solve optimal control problems in Julia
control-systems differentiable-programming differential-geometry geometry julia nonlinear-equations numerical-methods optimal-control optimization optimization-algorithms ordinary-differential-equations quantum-optimal-control
Last synced: 05 Apr 2025
https://github.com/thowell/motion_planning
Algorithm and model experiments for robot motion planning. Implemented in Julia.
control dynamics motion-planning optimal-control optimization robotics simulation
Last synced: 08 Mar 2026
https://github.com/qucontrol/krotov
Python implementation of Krotov's method for quantum optimal control
optimal-control quantum-computing quantum-mechanics qutip
Last synced: 16 Jan 2026
https://github.com/baggepinnen/differentialdynamicprogramming.jl
A package for solving Differential Dynamic Programming and trajectory optimization problems.
ddp dynamic-programming model-predictive-control optimal-control trajectory-optimization
Last synced: 04 Oct 2025
https://github.com/q-optimize/c3
Toolset for control, calibration and characterization of physical systems
calibration characterization control-systems machine-learning optimal-control quantum-computing quantum-information
Last synced: 09 May 2025
https://github.com/nosnoc/nosnoc
nosnoc is an open source software package for NOnSmooth Numerical Optimal Control.
hybrid-systems nonsmooth-dynamical-systems nonsmooth-mechanics nonsmooth-optimization numerical-methods optimal-control optimization simulation switched-systems
Last synced: 09 Mar 2026
https://github.com/jkoendev/optimal-control-literature-software
List of literature and software for optimal control and numerical optimization.
automatic-differentiation literature machine-learning model-predictive-control optimal-control software trajectory-optimization
Last synced: 04 May 2025
https://github.com/juliacontrol/robustandoptimalcontrol.jl
Robust and optimal design and analysis of linear control systems
automatic-control control control-systems control-theory controls h-infinity hinfinity multivariable-control optimal-control robust-control uncertainty-analysis
Last synced: 29 Jan 2026
https://github.com/rst-tu-dortmund/control_box_rst
The control_box_rst package provides C++ libraries for predictive control, direct optimal control, optimization and simulation.
model-predictive-control mpc optimal-control optimization ros trajectory-optimization
Last synced: 06 Mar 2026
https://github.com/junhyeokahn/pnc
Planning and Control Algorithms for Robotics
optimal-control reinforcement-learning robotics trajectory-optimization whole-body-control
Last synced: 02 Mar 2026
https://github.com/juliaquantumcontrol/quantumcontrol.jl
Julia Framework for Quantum Dynamics and Control
grape julia krotov numerical-methods optimal-control optimization quantum quantum-computing
Last synced: 09 Apr 2025
https://github.com/tobirohrer/building-energy-storage-simulation
An open source playground energy storage environment to explore reinforcement learning and model predictive control.
energy-storage energy-storage-systems gym gymnasium model-predictive-control optimal-control reinforcement-learning solar-energy
Last synced: 11 Sep 2025
https://github.com/juliarobotics/tora.jl
Trajectory Optimization for Robot Arms
motion-planning optimal-control robotics trajectory-optimization
Last synced: 08 Sep 2025
https://github.com/SherbyRobotics/pyro
An object-based toolbox for robot dynamic simulation, analysis, control and planning.
analysis closed-loop-control control-systems dynamic-programming dynamics optimal optimal-control planning-algorithms python reinforcement-learning robotics
Last synced: 09 May 2025
https://github.com/stephane-caron/qpmpc
Model predictive control in Python based on quadratic programming
linear-time-invariant linear-time-variant model-predictive-control optimal-control python trajectory-optimization
Last synced: 14 Sep 2025
https://github.com/harmoniqs/quantumcollocation.jl
Quantum Optimal Control with Direct Collocation
direct-collocation julia optimal-control optimization quantum-computing quantum-optimal-control trajectory-optimization
Last synced: 04 Jul 2025
https://github.com/dmalyuta/lcvx
Lossless convexification new results (mixed-integer problems)
control-systems convex-optimization gnc mixed-integer-programming optimal-control optimization spacecraft
Last synced: 12 Apr 2025
https://github.com/thowell/directtrajectoryoptimization.jl
A Julia package for constrained trajectory optimization using direct methods.
collocation optimal-control optimization robotics trajectory-optimization
Last synced: 05 Mar 2025
https://github.com/fedebotu/optimal-control-exercises
Exercise solutions for Daniel Liberzon's "Calculus of Variations and Optimal Control Theory: A Concise Introduction" book and other optimal control problems
coursework exercise-solutions hamiltonian inverted-pendulum kaist lagrangian lqr ode optimal-control optimal-control-exercises
Last synced: 09 Apr 2025
https://github.com/zanellia/feasible_sqp
A solver for nonlinear programming based on a sequential quadratic programming strategy with feasible intermediate iterates.
high-performance-computing model-predictive-control nonlinear-programming numerical-optimal-control numerical-optimization optimal-control
Last synced: 07 Feb 2026
https://github.com/IlyaOrson/Control-NeuralODE
Neural ODEs as Feedback Policies for Nonlinear Optimal Control (IFAC 2023) https://doi.org/10.1016/j.ifacol.2023.10.1248
adjoint-sensitivities automatic-differentiation julia neural-networks neuralode optimal-control optimization ordinary-differential-equations
Last synced: 01 Oct 2025
https://github.com/pfnet-research/chainer-differentiable-mpc
Differentiable MPC in Chainer, developed as part of PFN summer internship 2019.
chainer deep-learning lqr machine-learning model-predictive-control mpc optimal-control trajectory-optimization
Last synced: 27 Feb 2026
https://github.com/acxz/mppi
A simple and extensible Octave/Matlab library for Model Predictive Path Integral control scheme.
model-predictive-control model-predictive-path-integral mppi optimal-control path-integral stochastic-optimal-control
Last synced: 13 Apr 2025
https://github.com/ilyaorson/control-neuralode
Neural ODEs as Feedback Policies for Nonlinear Optimal Control (IFAC 2023) https://doi.org/10.1016/j.ifacol.2023.10.1248
adjoint-sensitivities automatic-differentiation julia neural-networks neuralode optimal-control optimization ordinary-differential-equations
Last synced: 08 Oct 2025
https://github.com/tachukao/idoc
Implicit Differentiable Optimal Control (IDOC) with JAX
automatic-differentiation implicit-differentiation lqr machine-learning optimal-control quadratic-programming
Last synced: 14 Apr 2025
https://github.com/mathopt/dynamicoed.jl
Optimal experimental design of ODE and DAE systems in julia
mixed-integer-programming optimal-control optimal-experimental-design sciml
Last synced: 21 Oct 2025
https://github.com/control-toolbox/optimalcontrolproblems.jl
A collection of optimal control problems with ODE's in Julia.
Last synced: 07 Mar 2026
https://github.com/juliaquantumcontrol/grape.jl
Gradient Ascent Pulse Engineering in Julia
grape julia optimal-control quantum
Last synced: 26 Oct 2025
https://github.com/kul-optec/risk-averse
Modeling framework for risk-constrained risk-averse optimal control problems (MATLAB toolbox)
matlab-toolbox optimal-control optimization risk
Last synced: 01 Apr 2026
https://github.com/open-spaced-repetition/ssp-mmc-fsrs
Stochastic-Shortest-Path-Minimize-Memorization-Cost for FSRS
fsrs optimal-control spaced-repetition spaced-repetition-algorithm value-iteration
Last synced: 22 Jul 2025
https://github.com/baggepinnen/iterativelearningcontrol2.jl
Like reinforcement learning, but it works in practice
adaptive-control control-systems controls controlsystems feedback-systems optimal-control reinforcement-learning
Last synced: 15 Mar 2025
https://github.com/harmoniqs/namedtrajectories.jl
Efficient Handling of Trajectories with User Defined Named Components
data-structures julia makie-jl optimal-control plotting trajectories trajectory-optimization
Last synced: 14 May 2026
https://github.com/danielmartensson/optimal-control
A collection of physical linear state space models with optimal control and Matavecontrol
linear-models optimal-control statespace transferfuction
Last synced: 05 Mar 2026
https://github.com/agroudiev/ilqr
An implementation of the Iterative Linear Quadratic Regulator (iLQR) method to control nonlinear dynamical systems
Last synced: 19 Apr 2026
https://github.com/juliaquantumcontrol/krotov.jl
Julia implementation of Krotov's method for quantum optimal control
julia krotov numerical-methods optimal-control quantum
Last synced: 08 Sep 2025
https://github.com/hsprcode/linear-matrix-inequalities
Syntax for using YALMIP toolbox for control system design.
convex-optimization linear-matrix-inequalities optimal-control yalmip
Last synced: 18 Aug 2025
https://github.com/auralius/yadpf
A generic implementation of dynamic programming algorithm and value iteration algorithm.
dynamic-optimization dynamic-programming octave optimal-control optimizations value-iteration
Last synced: 01 Aug 2025
https://github.com/baggepinnen/acadosinterface.jl
An unofficial interface from Julia to Acados going through Casadi using PyCall
c-code-generator control-systems model-predictive-control optimal-control trajectory-generation
Last synced: 24 Feb 2025
https://github.com/antoinefalisse/predictcpgait
Predictive simulations of walking in children with cerebral palsy
biomechanics cerebral-palsy musculoskeletal-models optimal-control optimization walking-pattern-generation
Last synced: 18 Oct 2025
https://github.com/auralius/waterhammer
Water-hammer simulation and optimal control
optimal-control pde pipeline water-hammer
Last synced: 15 Oct 2025
https://github.com/trajectory-invariants/invariants_mat
Matlab implementation of Trajectory Invariants.
differential-geometry invariance invariant invariants invariants-mat motion optimal-control optimization trajectory-generation trajectory-planning
Last synced: 24 Oct 2025
https://github.com/trajectory-invariants/invariants_py
Calculate invariant trajectory representations from trajectory data and generate new trajectories from the invariants.
casadi coordinate-invariant differential-geometry frenet-serret geometric-optimal-control invariance invariant invariants kinematics optimal-control optimization python robotics screw-theory trajectory-analysis trajectory-generation trajectory-optimization trajectory-planning trajectory-representation
Last synced: 30 Apr 2025
https://github.com/rickstaa/thesis-stable-variable-impedance-learning
LATEX report of my literature study into stable variable impedance learning.
adaptive-control admittance-control imitation-learning impedance-control learning-from-demonstration literature-review lyapunov optimal-control passivity passivity-enforcement reinforcement-learning stability thesis
Last synced: 27 Jan 2026
https://github.com/pyomeca/cocofest
Cocofest is an optimal control python package for functional electrical stimulation models
bioptim casadi ding-models fatigue-dynamics fes forward-simulation functional-electrical-stimulation muscle-model-identification musculoskeletal-models musculoskeletal-simulations optimal-control
Last synced: 24 Dec 2025
https://github.com/control-toolbox/losscontrol.jl
Optimal control problems with loss control: applications
Last synced: 26 Dec 2025
https://github.com/bayerj/seher
Seher is an experiment in writing reinforcement learning and optimal control software using Python 3.12, relying heavily on generics. This software is aimed at people that need to build robust and reliable autonomous systems, and want to know how doing so can be done with a modern approach in Python engineering.
jax optimal-control python reinforcement-learning
Last synced: 13 Mar 2026
https://github.com/aaronjs99/squat-plan
SQuAT Plan: Smooth Quadrotor Agile Trajectory Planning
kinematics model-predictive-control motion-planning optimal-control python robot-simulation robotics trajectory-planning
Last synced: 03 May 2026
https://github.com/hejia-zhang/nao-bindings
Use this to run your algorithms on Nao robot.
bullet-physics mujoco nao-robot optimal-control reinforcement-learning robotics
Last synced: 24 Jan 2026
https://github.com/MisterEkole/slam_with_vit
Visual SLAM for Mobile Robots with Vision Transformer(ViT)
computer-vision optimal-control slam transformer visual-slam-learning
Last synced: 25 Mar 2025
https://github.com/yuricst/directmrlt
Many revolution low-thrust trajectory optimization with direct method using ICLOCS
astrodynamics optimal-control trajectory-optimization
Last synced: 04 Apr 2025
https://github.com/libpoet/bard
Bard - an extension of POET
closed-loop-control energy feedback-controller feedback-loop feedback-systems optimal optimal-control performance portable portable-library samos2016 seec
Last synced: 03 Apr 2026
https://github.com/sandeep026/numerical-optimal-control
Direct methods to solve optimal control problems in python and MATLAB
casadi direct-methods ipopt optimal-control optimization
Last synced: 31 May 2026
https://github.com/red-rapious/ilqr
An implementation of the Iterative Linear Quadratic Regulator (iLQR) method to control nonlinear dynamical systems
Last synced: 04 Apr 2025
https://github.com/hemumanju/dynamic-manipulation
cookiecutter optimal-control pyomo
Last synced: 05 Apr 2025
https://github.com/control-toolbox/ctflows.jl
Flows: classical, Hamiltonian, from OCP and more
dynamical-systems hamiltonian hamiltonian-dynamics ode ode-solver optimal-control ordinary-differential-equations
Last synced: 24 Oct 2025
https://github.com/hiedt/fhagent
Source code for learning-based thermal control with STM32L4 MCU
control embedded-systems heating optimal-control reinforcement-learning simscape simulink
Last synced: 09 May 2026
https://github.com/costopoulos/ntua-advanced-control-systems
:train2: NTUA ECE Advanced Control Systems Course Exercise
hamiltonian kalman-filter matlab optimal-control train
Last synced: 16 May 2025
https://github.com/nouhalahyen/filtration_control_optimal
This code is written in Julia and provides a direct and indirect method for solving a water filtration problem with constraints for the control (Non linear problem) using an optimal control approach and more precisely the Pontryagin principle (PMP).
filtration julia modeli optimal-control pontryagin-maximum-principle water
Last synced: 03 Jan 2026
https://github.com/chrhansk/dag-scarp
Computing switching cost aware rounding in two dimensions
Last synced: 16 Jan 2026
https://github.com/me-moghadasian/vhoe-optimal-control
This software package is designed to solve high order optimal control problems.
high-order-methods nonlinear-control nonlinear-optimization optimal-control vectorisation
Last synced: 20 Apr 2026
https://github.com/wzjoriv/hion
Hion (/ˈiː.ɒn/): Hamiltonian-Informed Optimal Neural Control.
control-systems control-theory machine-learning mpc-control neural-control optimal-control
Last synced: 14 Feb 2026
https://github.com/lancelet/cropduster
Neural Networks for Near-Optimal Control, in *HASKELL*
crazy haskell neural-network optimal-control
Last synced: 16 Jul 2025
https://github.com/axsk/optimpsampling.jl
Optimal Importance Sampling for Diffusion processes applied to ISOKANN.
importance-sampling isokann machine-learning optimal-control reinforce scrapbook zib
Last synced: 06 Mar 2026
https://github.com/linguini1/diffgames
C implementation for simulating and rendering differential games using SDL2.
control-theory diff-games differential-games hamilton-jacobi-bellman optimal-control renderer sdl2 simulator visualization
Last synced: 03 Apr 2026
https://github.com/ilyaorson/directcollocationneuralodes
A direct collocation approach for more effective training of Neural ODEs
collocation julia neural-ode optimal-control
Last synced: 10 Jul 2025
https://github.com/rand-asswad/controle_optimal
Une étude d'un problème de contrôle optimal avec visualisation 3D
controle-optimal numpy optimal-control python sympy
Last synced: 29 Apr 2026
https://github.com/aaronjs99/macro
[ICC '21] MACRO: Megastructure Assembly via Collaborative Robots in Orbits
aerospace autonomous-systems control-systems distributed-algorithms multi-agent-systems optimal-control orbital-mechanics python spacecraft-formation telescope-assembly
Last synced: 03 May 2026
https://github.com/yasin-is-9-year-old/continuous_time_rl_for_alm
🤖 Leverage continuous-time reinforcement learning to optimize asset-liability management and enhance financial decision-making.
algorithmic-trading asset-liability-management continuous-time deep-reinforcement-learning entropy-regularization gymnasium numerical-methods optimal-control policy-gradient portfolio-optimization python pytorch quantitative-finance reinforcement-learning risk-management soft-actor-critic stochastic-control stochastic-differential-equations
Last synced: 04 May 2026
https://github.com/ivanlin328/infinite-horizon-stochastic-optimal-control
Developed infinite-horizon stochastic optimal controllers (CEC and GPI) for trajectory tracking of differential-drive robots in cluttered environments. Implemented a receding-horizon NLP-based controller (CEC) and a GPI approach with value iteration to achieve noise-resilient feedback control. Demonstrated safe, smooth, and efficient path tracking
optimal-control reinforcement-learning robotics
Last synced: 04 May 2026
https://github.com/chirindaopensource/optimal_cash_transfers_microinsurance_reduce_social_protection_cost
End-to-End Python implementation of Azcue et al.'s (2025) stochastic optimal control framework for social protection policy design. Solves PDMP-based Hamilton-Jacobi-Bellman equations using analytical closed-form solutions and Monte Carlo simulation to minimize government intervention costs (through the user of cash transfers and microinsurance).
actuarial-science cash-transfers computational-economics development-economics dynamic-programming markov-processes mathematical-finance microinsurance monte-carlo-simulation numerical-optimization optimal-control poisson-process poverty-alleviation python research-replication risk-management scientific-computing scipy social-policy stochastic-control
Last synced: 05 May 2026
https://github.com/chirindaopensource/continuous_time_rl_for_alm
End-to-end Python implementation of Huang's (2025) continuous-time RL methodology for asset-liability management. Features model-free soft actor-critic with adaptive exploration, entropy regularization, and Euler-Maruyama SDE simulation. Includes 7 baselines (SAC/PPO/DDPG/CPPI/ACS/MBP), parallelized execution, and Wilcoxon statistical validation.
actor-critic algorithmic-trading asset-liability-management continuous-time deep-reinforcement-learning entropy-regularization financial-engineering gymnasium numerical-methods optimal-control policy-gradient portfolio-optimization python pytorch quantitative-finance reinforcement-learning risk-management soft-actor-critic stochastic-control stochastic-differential-equations
Last synced: 08 May 2026