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feat(mean_field): Implement Mean Field Games module with PDE solvers

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- Add complete mean_field module with 6 submodules
- Implement HJB and Fokker-Planck PDE solvers with rayon parallelization
- Add forward-backward fixed-point iteration algorithm
- Include Nash equilibrium and optimal transport utilities
- Add comprehensive Jupyter notebook tutorial with:
  * Mathematical formulation (HJB and FP equations)
  * Finite difference methods explanation
  * Complete congestion game example
  * 3D visualizations and convergence plots
  * Citations to Jiang, Chewi, Pooladian (2023) paper
- All tests passing (5 tests in mean_field module)
- Based on 'Numerical Methods for Mean Field Games' PDF algorithms
This commit is contained in:
Melvin Alvarez
2026-01-04 13:30:57 +01:00
parent 5ec5dff6ab
commit 27e1b377ac
8 changed files with 1007 additions and 0 deletions
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src/lib.rs
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@@ -44,6 +44,7 @@ pub mod mcmc;
pub mod optimal_control;
pub mod risk_metrics;
pub mod sparse_optimization;
pub mod mean_field; // Mean Field Games and Mean Field Type Control
// Python bindings for legacy compatibility
#[cfg(feature = "python-bindings")]