anriseth / HJBSolver.jl

General solver for Hamilton-Jacobi-Bellman equations
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Add 2D support #7

Closed anriseth closed 7 years ago

anriseth commented 8 years ago

Supports problems with 2D state-space and control-space. Only diagonal volatility matrices. Move towards #3

The policy-iteration approach is best here for large control-spaces.

codecov-io commented 7 years ago

Current coverage is 97.27% (diff: 99.38%)

Merging #7 into master will increase coverage by 2.06%

@@             master         #7   diff @@
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  Files             4          5     +1   
  Lines           167        330   +163   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits            159        321   +162   
- Misses            8          9     +1   
  Partials          0          0          

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coveralls commented 7 years ago

Coverage Status

Coverage increased (+2.06%) to 97.273% when pulling beaba14b8158d9100896783bb197b154b53c5cac on 2dnew into b8e23f7746d01a3e85a6547c9764de6b63211f35 on master.