Module finite_difference 

Finite Difference Policy Iteration Solver.

Grid-based PDE solver for HJB equations using backward induction with operator splitting (Howard’s algorithm). Supports 1D through N-D problems via const generics.

• solver: The PolicyIterationSolver with Implicit/Explicit/Crank-Nicolson schemes.
• operator: Sparse matrix construction and update for the discretized differential operator.

Re-exports

pub use operator::Operator;

pub use solver::PolicyIterationSolver;

pub use solver::Scheme;

Modules

operator

solver

Policy Iteration Solver