Melvin Alvarez 27e1b377ac feat(mean_field): Implement Mean Field Games module with PDE solvers ...

- 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

2026-01-04 13:30:57 +01:00

..

notebooks

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

2026-01-04 13:30:57 +01:00

BENCHMARK_RESULTS.md

Initial commit: OptimizR - High-performance optimization algorithms in Rust with Python bindings

2025-12-03 18:16:48 +01:00

hmm_regime_detection.py

Initial commit: OptimizR - High-performance optimization algorithms in Rust with Python bindings

2025-12-03 18:16:48 +01:00

parallel_de_benchmark.py

feat(parallel): add GIL-free parallel DE with Rust objectives

2026-01-03 00:03:29 +01:00

polaroid_optimizr_integration.py

feat(parallel): add GIL-free parallel DE with Rust objectives

2026-01-03 00:03:29 +01:00

timeseries_integration.py

feat(timeseries): add time-series integration helpers for financial analysis

2026-01-02 22:13:05 +01:00