EmoryMLIP / MFGnet.jl
A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems
☆31Updated 3 years ago
Alternatives and similar repositories for MFGnet.jl:
Users that are interested in MFGnet.jl are comparing it to the libraries listed below
- ☆37Updated 3 years ago
- Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.☆116Updated last year
- test repo for Algorithms for Optimization☆31Updated 2 years ago
- Julia implementation for various Frank-Wolfe and Conditional Gradient variants☆102Updated this week
- Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arn…☆14Updated 4 years ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 3 years ago
- A Julia package for solving heterogenous-agent economic models using reinforcement learning☆17Updated 2 years ago
- ☆46Updated last year
- ☆10Updated 3 years ago
- General solver for Hamilton-Jacobi-Bellman equations☆18Updated 8 years ago
- A Julia package for Deep Backwards Stochastic Differential Equation (Deep BSDE) and Feynman-Kac methods to solve high-dimensional PDEs wi…☆80Updated 3 months ago
- I used to drink coffee a lot. But oolong has become my favorite recently. Hope you like it too.🫖☆12Updated 3 years ago
- A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial d…☆14Updated last year
- Simple particle filter implementation in Julia - works with POMDPs.jl models or others.☆47Updated 3 weeks ago
- Practical tools for quantifying how well a sample approximates a target distribution☆27Updated 4 years ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- ☆20Updated last week
- ☆19Updated last year
- Multistart optimization methods in Julia.☆69Updated 3 weeks ago
- Dense and Sparse Least Squares Optimization☆55Updated last week
- Proximal algorithms for nonsmooth optimization in Julia☆133Updated 3 months ago
- Julia package for the creation of optimised Latin Hypercube Sampling Plans☆37Updated last year
- Line search methods for optimization and root-finding☆133Updated last month
- Automatic differentiation of implicit functions☆130Updated last week
- Solving difference equations with DifferenceEquations.jl and the SciML ecosystem.☆33Updated 3 months ago
- Julia Wrapper to the Tasmanian library☆31Updated last year
- Fast uncertainty quantification for scientific machine learning (SciML) and differential equations☆67Updated last month
- Differential-Independence Mixture Ensemble (DIME) MCMC sampling for Julia☆19Updated 9 months ago
- ☆23Updated 4 years ago
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆72Updated last week