Generalise the boundary value problem

anriseth / HJBSolver.jl

General solver for Hamilton-Jacobi-Bellman equations

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Closed anriseth closed 8 years ago

anriseth commented 8 years ago

Currently only Dirichlet boundaries are allowed. Generalise to e.g. using the limiting value of the PDE expression on certain parts of the boundary.

anriseth commented 8 years ago

Implemented with commit 8a8134bd6845fa00dbd9acfd9b9e515af5a70da3