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 ...

Genomics is playing an important role in transforming healthcare. Genetic data, however, is being produced at a rate that far outpaces Moore’s Law. Many efforts have been made to accelerate genomics ...

ABSTRACT: Offline reinforcement learning (RL) focuses on learning policies using static datasets without further exploration. With the introduction of distributional reinforcement learning into ...

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 ...

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 ...