Struct GridSolution 

pub struct GridSolution<const N: usize, C> {
    pub value: f64,
    pub control: C,
    pub value_grid: Option<Vec<f64>>,
}

Output from a numerical HJB solver, parameterized by the control type.

Contains the value function and the optimal control at a query state. The optional grid stores the full value function when the solver works on a finite-difference grid.

Fields

value: f64

Value function V(t, x) at the query state.

control: C

Optimal control at the query state.

value_grid: Option<Vec<f64>>

Full value function on the grid (Some for FD solvers, None for grid-free solvers such as BSDE).

Implementations

impl<const N: usize, C> GridSolution<N, C>

pub fn new(value: f64, control: C, value_grid: Option<Vec<f64>>) -> Self

Creates a GridSolution from raw components.

Examples

use solver::numeric::result::GridSolution;

let solution = GridSolution::<1, f64>::new(1.5, 0.25, None);
assert_eq!(solution.value, 1.5);
assert_eq!(solution.control, 0.25);
assert!(solution.value_grid.is_none());

Trait Implementations

impl<const N: usize, C: Clone> Clone for GridSolution<N, C>

fn clone(&self) -> GridSolution<N, C>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<const N: usize, C: Debug> Debug for GridSolution<N, C>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.