/summer_project

Primary LanguageJupyter Notebook

summer_project

Reconstruct based on OOP(Final version)

Using Dynamic Programming to Solve PDE(CPU)

  • solve n-dimensions HJB function(Square boundary) -ipynb
  • solve n-dimensions HJB function(circular boundary) -ipynb

Using Dynamic Programming to Solve PDE(GPU)

  • solve n-dimensions HJB function(Square boundary) -ipynb
  • Preparations for running on HPC -py

Using Q-learning to Solve PDE

  • solve n-dimensions HJB function(CPU) -ipynb
  • solve n-dimensions HJB function(GPU) -ipynb

New model + Multiprocess

DeepBSDE

  • DeepBSDE_pytorch -ipynb