 ThotDjehuty
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b41618c627
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docs(theory): enrich Section 4 optimal control with 4 worked examples
- Add HJB/PMP/HJBI comparison overview table
- Add Merton 1969 portfolio allocation example (log-utility, constant fraction)
- Add Almgren-Chriss inventory liquidation example (LQR + TWAP-like schedule)
- Add PMP costate derivation for Merton problem
- Add American option as viscosity example (variational inequality, smooth-pasting)
- Explain jump integral term intuition in HJBI
- Add shooting method pseudocode for PMP
- Mirror all enrichments in LaTeX .tex source
- Regenerate PDF (13 pages, cross-refs resolved)
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2026-03-06 20:22:35 +01:00 |
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ThotDjehuty
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f6a74716e2
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docs: replace ASCII diagrams with Mermaid visuals + brand CSS
- Add sphinxcontrib-mermaid>=0.9.2 to requirements.txt
- Add custom.css with orange brand theme (admonitions, tables, mermaid containers)
- Replace Complete Algorithm ASCII pseudocode with Mermaid flowchart (differential_evolution.md)
- Add Mermaid stateDiagram-v2 for Bull/Normal/Bear regime transitions (hmm.md)
- Replace Rust module file tree with Mermaid graph TD (point_processes.md)
- Configure mermaid_version=10.9.0 and dark+orange themeVariables in conf.py
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2026-03-06 17:39:03 +01:00 |
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