anriseth HJBSolver.jl issues - Githubissues

anriseth / HJBSolver.jl

General solver for Hamilton-Jacobi-Bellman equations

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Separate interiorpol and system for 2d

#15 anriseth closed 7 years ago
3
Travis: 2D tests are too slow

#14 anriseth closed 7 years ago
1
Introduce local scopes

#13 anriseth closed 7 years ago
2
Implement non-uniform time-steps

#12 anriseth opened 7 years ago
0
Implement non-uniform spatial grid

#11 anriseth opened 7 years ago
0
Consistent use of K for number of spatial points

#10 anriseth closed 7 years ago
1
Fix Julia 0.5 Travis warnings and errors

#9 anriseth closed 7 years ago
0
Optimise the whole control-vector at once?

#8 anriseth opened 7 years ago
1
Add 2D support

#7 anriseth closed 7 years ago
2
Generalise the boundary value problem

#6 anriseth closed 7 years ago
1
Store value and policy arrays in forward time

#5 anriseth closed 7 years ago
1
Use second-order finite differences when possible

#4 anriseth opened 7 years ago
1
Extend to n-dimensional HJB equations

#3 anriseth opened 7 years ago
0
Better interface to choose solvers

#2 anriseth opened 7 years ago
0
Implement -c(t,x,a)v term in the differential operator

#1 anriseth opened 7 years ago
0