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QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences
MIT License
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Implement state varying drift with DiffEqOperators #206

Closed jlperla closed 4 years ago

jlperla commented 4 years ago

See https://quantecon.github.io/SimpleDifferentialOperators.jl/stable/examples/#Solving-HJBE-with-state-dependent-drifts-1

Follow the patterns of #204

Note, we don't think these will work until some bugs are fixed, but they are intended as a starting point for the tests.

jlperla commented 4 years ago

cc: @ajozefiak for following what Pooya is up to.

pooyaravari commented 4 years ago

I've already done this in the #204