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Found 5 papers, 1 papers with code
Numerical Discretization Methods for the Extended Linear Quadratic Control Problem
In the numerical experiment, we test and compare the proposed numerical methods.
Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays
This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays.
Software principles and concepts applied in the implementation of cyber-physical systems for real-time advanced process control
The key software principles are 1) shared data in the form of a database, files, or shared memory, 2) timers and threads for concurrent periodic execution of tasks, and 3) network communication between the control system and the process, and communication between the control system and the internet, e. g., the cloud to enable remote monitoring and commands.
Deep Learning Algorithms for Hedging with Frictions
This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their scalability of trading time horizon.
A Survey of Online Auction Mechanism Design Using Deep Learning Approaches
Online auction has been very widespread in the recent years.
