Abstract: In this article, we investigate the optimal control problem for an unknown linear time-invariant system. To solve this problem, a novel composite policy iteration algorithm based on adaptive ...
A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.
Abstract: This paper introduces a special points and neural network- based dynamic multi-objective optimization algorithm (SPNN-DMOA) for solving dynamic multi-objective optimization problems (DMOPs) ...
Algorithms give computers step-by-step instructions to complete tasks accurately.Good algorithms improve software speed, ...