a framework for approximating stochastic optimal control problems using signatures.
- Implements stochastic control with signature-based methods.
- Provides example notebooks for usecase applications.
- Includes evaluation scripts to reproduce results from related research.
- Python 3.10 or higher
Clone the repository and navigate to the project directory:
git clone https://github.com/your-repo/sigControl.git
cd sigControlInstall the package using setup.py:
pip install .To see example use cases, check out:
📄 Examples.ipynb
To investigate results presented in the following paper
📄 Bank, Bayer, Hager, Nauen, Riedel. Stochastic Control with Signatures. (2024+), arXiv:2406.01585
refer to the corresponding evaluation notebook:
📄 server/...example_name.../Evaluate Results.ipynb
This project is licensed under MIT License.