Marietta is a MATLAB toolbox for risk-averse risk-constrained multistage optimal control.
About the toolbox:
- Download: Download the latest version
- Installation: run
matlab/setupMarietta - License: MIT License
- Developed by: P. Sopasakis, M. Schuurmans and P. Patrinos
Check out the detailed documentation.
See how to use marietta to devise a betting strategy.