anriseth/HJBSolver.jl

Issues

• Travis: 2D tests are too slow

  #14 opened 8 years ago by anriseth
  1

• Fix Julia 0.5 Travis warnings and errors

  #9 opened 8 years ago by anriseth
  0

• Implement -c(t,x,a)v term in the differential operator

  #1 opened 8 years ago by anriseth
  0

• Use second-order finite differences when possible

  #4 opened 8 years ago by anriseth
  1

• Extend to n-dimensional HJB equations

  #3 opened 8 years ago by anriseth
  0

• Optimise the whole control-vector at once?

  #8 opened 8 years ago by anriseth
  1

• Implement non-uniform spatial grid

  #11 opened 8 years ago by anriseth
  0

• Implement non-uniform time-steps

  #12 opened 8 years ago by anriseth
  0

• Consistent use of K for number of spatial points

  #10 opened 8 years ago by anriseth
  1

• Store value and policy arrays in forward time

  #5 opened 8 years ago by anriseth
  1

• Generalise the boundary value problem

  #6 opened 8 years ago by anriseth
  1

• Better interface to choose solvers

  #2 opened 8 years ago by anriseth
  0