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.