This paper discusses computational methods on a class of elliptic HJB-PDE. In this below, we include some computational results implemented by Python and Pytorch. All codes are provided with colab link, which can be implemented with zero installation and zero programming skills.
- 1-d: This includes both tabular methods and neural netowrk approach on 1-d computations.
- 2-d tab: This includes tabular methods on 2-d computations.
- 2-d nn: This includes neural network approach on 2-d computations.
- other tests by students