markov-decision-process

A JuMP extension for Stochastic Dual Dynamic Programming

simple but efficient kernel regression and anomaly detection algorithms

High Performance Map Matching with Markov Decision Processes (MDPs) and Hidden Markov Models (HMMs).

Path of Exile 2 crafting optimizer. The optimal route, the true expected cost of crafting well, and your real odds — priced from live market data. Runs entirely in your browser.

Python package for the simulation and estimation of a prototypical infinite-horizon dynamic discrete choice model based on Rust (1987)

EE6204 Systems Analysis

The goal of this project is to build an RL-based algorithm that can help cab drivers maximize their profits by improving their decision-making process on the field. Taking long-term profit as the goal, a method is proposed based on reinforcement learning to optimize taxi driving strategies for profit maximization. This optimization problem is fo…

Code for the paper "An iterative sample scenario approach for the dynamic dispatch waves problem."

A fast Python solver for Markov Decision Processes

GenPark AI Agent Skill - Exact probabilistic inference engine for discrete Bayesian networks computing posterior marginals via factor product and variable elimination.

GenPark AI Agent Skill - Infinite-horizon Markov Decision Process (MDP) solver computing optimal state-value functions and greedy action policies via Bellman value iteration.

GenPark AI Agent Skill - Sequential Importance Resampling (SIR) particle filter for non-linear, non-Gaussian Monte Carlo agent state tracking and localization.

GenPark AI Agent Skill - Hidden Markov Model (HMM) Viterbi dynamic programming decoder determining the most probable sequence of hidden states from noisy observation streams.

Solutions for course: "Applied Game Theory" taken at University of Novi Sad - Faculty of Technical Sciences

GenPark AI Agent Skill - Sequential Importance Resampling (SIR) particle filter for non-linear, non-Gaussian Monte Carlo agent state tracking and localization.

GenPark AI Agent Skill - Infinite-horizon Markov Decision Process (MDP) solver computing optimal state-value functions and greedy action policies via Bellman value iteration.

GenPark AI Agent Skill - 1D linear Kalman filter performing optimal state estimation, noisy sensor fusion, and recursive error covariance minimization.

GenPark AI Agent Skill - Hidden Markov Model (HMM) Viterbi dynamic programming decoder determining the most probable sequence of hidden states from noisy observation streams.

GenPark AI Agent Skill - 1D linear Kalman filter performing optimal state estimation, noisy sensor fusion, and recursive error covariance minimization.

GenPark AI Agent Skill - Exact probabilistic inference engine for discrete Bayesian networks computing posterior marginals via factor product and variable elimination.