solver/numeric/finite_difference/mod.rs
1//! Finite Difference Policy Iteration Solver.
2//!
3//! Grid-based PDE solver for HJB equations using backward induction with
4//! operator splitting (Howard's algorithm). Supports 1D through N-D problems
5//! via const generics.
6//!
7//! * `solver`: The `PolicyIterationSolver` with Implicit/Explicit/Crank-Nicolson schemes.
8//! * `operator`: Sparse matrix construction and update for the discretized differential operator.
9
10pub mod operator;
11pub mod solver;
12
13pub use operator::Operator;
14pub use solver::{PolicyIterationSolver, Scheme};