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anriseth / HJBSolver.jl

General solver for Hamilton-Jacobi-Bellman equations
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Store value and policy arrays in forward time #5

Closed anriseth closed 8 years ago

anriseth commented 8 years ago

Currently the value and policy arrays are stored in backward time, so v[:, 1] represents the value function at t=T and v[:, end] represents the value function at t=0.

Redo this so we get it the right way.

anriseth commented 8 years ago

Sorted with f4b088f