Risk-sensitive asset management simulation in Matlab.
-
Updated
Nov 8, 2015 - MATLAB
Risk-sensitive asset management simulation in Matlab.
🚀
Repository for the code of the "Dynamic Programming and Optimal Control" (DPOC) lecture at the "Institute for Dynamic Systems and Control" at ETH Zurich.
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."