Bellman | Bellman Recursion |
BellmanAccelerated | Bellman Recursion Accelerated With K Nearest Neighbours |
Duality | Primal And Dual Values |
Expected | Expected Value Function |
ExpectedAccelerated | Expected Value Function Using K Nearest Neighbours |
FastBellman | Fast Bellman Recursion |
FastExpected | Fast Expected Value Function |
FastMartingale | Fast Martingale |
FastMartingale2 | Fast Approximate Martingales - Experimental |
GetBounds | Confidence Bounds |
Martingale | Martingale Increments |
Path | Path Simulation |
PathPolicy | Prescribed Policy |
StochasticGrid | Stochastic grid |
TestPolicy | Backtesting Prescribed policy |
TestPolicy2 | Backtesting Prescribed policy |