Essays about: "Bellman algorithm"

Showing result 1 - 5 of 9 essays containing the words Bellman algorithm.

  1. 1. Deep Learning for Dynamic Portfolio Optimization

    University essay from KTH/Matematisk statistik

    Author : Victor Molnö; [2021]
    Keywords : Dynamic portfolio optimization; No-trade-region; Deep learning; Policy iteration; Dynamisk portföljoptimering; Handelsstoppregion; Djupinlärning; Policyiterering;

    Abstract : This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm, on a larger scale for the original problem. READ MORE

  3. 2. A Utility Approach: Strategy Analysis and Optimization

    University essay from Lunds universitet/Matematisk statistik

    Author : Magnús Ólafur Sigurdsson; [2019]
    Keywords : Utility optimization; Portfolio analysis; Dynamic programming; Bellman equation.; Technology and Engineering;

    Abstract : Utility theory and Monte Carlo simulations are used to calculate optimal allocation for long term as well as, risk averse investors with a portfolio consisting of one risky asset and one risk-free bank account. The problems solved in this thesis are divided into two types, static and dynamic. READ MORE

  4. 3. Real Time Reachability Analysis for Marine Vessels

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Sudakshin Ganesan; [2018]
    Keywords : Reachable set; Safety Verification; Marine dynamics; Machine Learning; Optimal control; Säkerhetsverifiering; nåbarhetsanalys; fartyg dynamisk;

    Abstract : Safety verification of continuous dynamical systems require the computationof the reachable set. The reachable set comprises those states the systemcan reach at a specific point in time. READ MORE

  5. 4. Experimental Evaluation of GPU Solutions to the Single Source Shortest Path Problem

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Dan Hemgren; Ernst Widerberg; [2017]
    Keywords : ;

    Abstract : Originally designed for computer graphics, the modern graphics processing unit (GPU) has now become a potential powerhouse for parallel calculations through the use of platforms such as CUDA and OpenCL. This paper presents an experimental evaluation of GPU- and CPU-parallel as well as CPU-sequential implementations for solving the single source shortest path problem. READ MORE

  6. 5. Network optimisation and topology control of Free Space Optics

    University essay from Linköpings universitet/Kommunikations- och transportsystem; Linköpings universitet/Tekniska högskolan

    Author : Tobias Nordkvist; [2016]
    Keywords : Free-space optics; Network optimization; Routing; Network survivability;

    Abstract : In communication networks today, the amount of users and traffic is constantly increasing. This results in the need for upgrading the networks to handle the demand. Free space optics, FSO, is a technique which is relatively cheap with high capacity compared to most systems today. READ MORE