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The most optimal algorithm used in sequence alignment is based on the dynamic programming method. Smith-Waterman algorithm is the most commonly used dynamic programming based sequence alignment ...
This paper is concerned with a new discrete-time policy iteration adaptive dynamic programming (ADP) method for solving the infinite horizon optimal control problem of nonlinear systems. The idea is ...
Implements a simulation-based dynamic programming framework for optimal portfolio allocation over multiple periods. Combines analytical solutions with approximate methods under CRRA and log utility, ...
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