Enum BsdeMode 

pub enum BsdeMode {
    Decoupled,
    Coupled {
        max_picard_iterations: usize,
        tolerance: f64,
        continuation_steps: usize,
    },
}

BSDE Solver Mode

Configures how the Forward-Backward Stochastic Differential Equation is solved.

• Decoupled: For systems where the Forward SDE (price dynamics) does NOT depend on the solution $Y_t$ (Value Function) or $Z_t$ (Control). This is the standard case for utility maximization where asset prices are exogenous. Solves backwards in one pass.
• Coupled: For systems where asset dynamics depend on the control (e.g. Large Trader / Price Impact models). Requires Picard iteration to find a fixed point for $(X, Y, Z)$.

Variants

Decoupled

Coupled

Fields

max_picard_iterations: usize

tolerance: f64

continuation_steps: usize