hjb

Software for solving polynomial-quadratic regulator problems

Calculates polynomial approximations to energy functions for nonlinear balanced truncation. Nonlinear transformations for model reduction are also approximated by polynomials.

🚀✈️🎯 Fork of HJReachability's helperOC library for the MATLAB development part of my Master's Thesis on Hamilton Jacobi Reachability in collaboration with Georgia Tech's School of Aerospace Engineering.

Implementation of paper: "HJB-Equation-Based Optimal Learning Scheme for Neural Networks With Applications in Brain–Computer Interface"

Numerical Solution for Hamilton-Jacobi-Bellman Equations

Solver for the HJB equation associated to the importance sampling problem of diffusion processes

Autopilot-preserving residual supervision with HJB-inspired finite-action risk filtering — the code artifact cited by arXiv:2606.01397.

Research MVP for latent physiological state estimation and continuous adaptive training control using a hierarchical beta-VAE and HJB optimization.

Merton portfolio optimization with a Wishart-process covariance (Dyson eigenvalue repulsion / RMT), solved via matrix Riccati and a Deep BSDE. 170 tests + CI.

一些小积累

Solving the HJB equation of the stochastic control of the optimal dynamic reinsurance policy and dynamic dividend strategy

A showcase of optimal controllers for test systems using HJB and PINN, the coolest solution to AB testing in this Sector!

King of the Hill: performant A/B/n testing beyond the basics. Allocation for multi-armed bandits with correlated arms, using the top-k contenders.