solver/numeric/mod.rs
1//! Numerical Solvers.
2//!
3//! This module implements the algorithms for solving the HJB equation.
4//!
5//! * `solver`: Common trait interface for all numerical solvers.
6//! * `finite_difference`: Grid-based PDE solver (Policy Iteration with Implicit/Explicit/CN schemes).
7//! * `bsde`: A probabilistic solver using Backward Stochastic Differential Equations (Monte Carlo regression).
8//! * `result`: Standard output structure for numerical solvers.
9//! * `basis`: Polynomial basis functions for regression (Power, Hermite, Chebyshev, Laguerre).
10//! * `ode`: ODE solvers (Euler, RK4, Spectral).
11
12pub mod basis;
13pub mod bsde;
14pub mod ergodic;
15pub mod finite_difference;
16pub mod ode;
17pub mod result;
18pub mod solver;