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optimiz-rs/docs/source
ThotDjehuty 48220de0ce docs(theory): enrich mathematical foundations with 10 sections
Sections added/expanded:
- DE: operator table, jDE self-adaptive rules, convergence theorem
- Stochastic Processes: 4-axiom BM, Ito calculus+lemma, SDE table, OU MLE
- Jump Processes: Poisson, Merton formula, Levy-Khintchine theorem+table, SDE generator
- Optimal Control: HJB boxed PDE, LQR Riccati, PMP costate theorem, HJBI jumps, viscosity solutions
- Mean Field Games: HJB+KFP system, fixed-point pseudocode, Lasry-Lions convergence
- Kalman Filtering: predict/update recursion, KL-minimization view, Kalman-Bucy Riccati
- MCMC: MH accept-reject, optimal step h~2.38/sqrt(d), MALA+Langevin SDE
- HMM: full Baum-Welch E/M (alpha/beta/gamma/xi), Viterbi max-product
- Information Theory: Shannon entropy, KL+Gibbs, Fisher info+Cramer-Rao, mRMR, natural gradient preview
- Differential Geometry: Riemannian manifold+geodesic+Christoffel, Fisher-Rao metric,
  Amari natural gradient, dually-flat exp families, Lie groups, symplectic geometry+PMP, sectional curvature
- Quick Reference table (15 rows), 11 full references
- Sphinx build clean (1 unrelated chardet warning only)
2026-03-06 19:14:43 +01:00
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