 ThotDjehuty
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d6b6018b9c
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release(v2.0.0-alpha.1): top-level reorg + bsde/pde/stochastic_control + mean_field/agent_based/inference/optimization
Phase 1 (top-level reorg):
- matrix_riccati promoted to crate root via re-export
- new top-level groups: bsde, pde, stochastic_control,
agent_based, inference, optimization
Phase 2 (bsde):
- theta_scheme: linear-BSDE theta-scheme
- deep_bsde_bridge: ConditionalExpectation trait + driver
Phase 3 (pde):
- fokker_planck: 1D forward FP with conservative central FD
- hjb_multid: explicit n-D HJB on Cartesian grid (d <= 3)
- elliptic_fd: 2D Poisson SOR solver
Phase 4 (stochastic_control):
- optimal_switching: Snell envelope backward induction
- pontryagin: 1D LQR Riccati shooting
- two_sided_intensity_control: bilateral intensity control
Phase 5/6 (controls):
- optimal_control::quadratic_impact_control (closed-form Riccati)
- stochastic_control::two_sided_intensity_control
Phase 7 (mean_field + agent_based):
- mean_field::mckean_vlasov: interacting-particle Euler scheme
- agent_based::mod: generic interacting-agent simulator
Phase 8 (inference + optimization):
- inference::robust_drift: Huber IRLS drift estimator
- optimization::generative_calibration_hooks: GenerativeSampler trait
+ Gaussian MMD + finite-diff calibration step
Tests: 38 NEW tests, all passing (165/170 lib total; the 5 pre-existing
failures predate v1.1 and are tracked separately).
Versions bumped: Cargo 2.0.0-alpha.1, pyproject 2.0.0a1.
Deferred to subsequent v2.0.x bumps (parallelisable follow-ups):
PyO3 bindings, executed companion notebooks, Sphinx RST pages,
hfthot-lab-instance propagation.
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2026-05-12 12:02:07 +02:00 |
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