Code

Reframing as return maximization#2

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Foggalong merged 8 commits intomainFoggalong/RobustOCS:mainfrom reframingFoggalong/RobustOCS:reframingCopy head branch name to clipboardApr 25, 2024

+1,139-277

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Commits on Apr 23, 2024

• Initial reframing as return maximization

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• Updated footnotes

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• Added notebook with alternate framing

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• Updated Julian's $n = 2$E

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• Added a better explanation of $z$ pushing downwards

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• Removed a TODO I'd todone

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Commits on Apr 25, 2024

• Incorporate bounds into variable definitions

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• Bypassed Gurobi's issue with np.inner

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