USC is celebrating America's 250th anniversary with animated digital stamps honoring unsung heroes of computing. These stamps ...
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 ...
Abstract: This note presents a formal method of improving a given base-policy such that the performance of the resulting policy is no worse than that of the base-policy at all states in constrained ...
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.
How to master the process that’s transforming management by Darrell Rigby, Jeff Sutherland and Hirotaka Takeuchi Agile innovation methods have revolutionized information technology. Over the past 25 ...
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