This study develops a unified framework for optimal portfolio selection in jump–uncertain stochastic markets, contributing both theoretical foundations and computational insights. We establish the ...

Discover a mind-blowing trick that’s taking everyone by surprise! In this easy-to-follow tutorial, we break it down step by step so you can try it yourself. Perfect for beginners and pros alike. Don’t ...

Abstract: To address the challenges posed by non-convex optimization in path planning for intelligent vehicles using numerical optimization techniques, this study introduces a combined approach ...

Abstract: Differential Dynamic Programming (DDP) is an efficient tool for non-linear optimal problems. And DDP shows a characteristic of fast convergence. However, the traditional DDP cannot solve the ...

Functional programming, as the name implies, is about functions. While functions are part of just about every programming paradigm, including JavaScript, a functional programmer has unique ...

ABSTRACT: Markov modeling of HIV/AIDS progression was done under the assumption that the state holding time (waiting time) had a constant hazard. This paper discusses the properties of the hazard ...

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 ...