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Controlled smc #59

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Controlled smc #59

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Commits on Feb 24, 2022

  1. Merge branch 'nchopin:master' into ControlledSMC

    @G-Kossi
    G-Kossi authored Feb 24, 2022
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  2. controlled SMC code map

    @G-Kossi
    G-Kossi authored Feb 24, 2022
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  3. add policy functions for controlled SMC

    @G-Kossi
    G-Kossi authored Feb 24, 2022
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Commits on Apr 11, 2022

  1. policy to ssm

    @G-Kossi
    G-Kossi authored Apr 11, 2022
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  2. Controlled SMC codes and test Note book 

    - add controlled SMC class
- add policy in ssm class
- add Jupyter note book test for controlled SMC
    @G-Kossi
    G-Kossi authored Apr 11, 2022
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  3. Delete state_space_models.py

    @G-Kossi
    G-Kossi authored Apr 11, 2022
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  4. Delete controlled_smc.py

    @G-Kossi
    G-Kossi authored Apr 11, 2022
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  5. Delete Test_ControlledSMC_StochasticVolatility.ipynb

    @G-Kossi
    G-Kossi authored Apr 11, 2022
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  6. Controlled SMC codes 

    - add controlled SMC class
- add policy in ssm class
    @G-Kossi
    G-Kossi authored Apr 11, 2022
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  7. Add files via upload 

    Add Controlled SMC codes  based on the fact that the Log policy functions are quadratic.
    @G-Kossi
    G-Kossi authored Apr 11, 2022
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Commits on Apr 21, 2022

  1. Update packages Controlled SMC and SSM 

     Controlled SMC and state_space_models updates
    @G-Kossi
    G-Kossi authored Apr 21, 2022
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  2. Update Requirement and setup 

    Add new package "sklearn.linear_model"  requirement
    @G-Kossi
    G-Kossi authored Apr 21, 2022
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  3. Add Jupyter note book test for controlled SMC

    @G-Kossi
    G-Kossi authored Apr 21, 2022
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Commits on Sep 30, 2022

  1. Add files via upload

    @G-Kossi
    G-Kossi authored Sep 30, 2022
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  2. Add files via upload

    @G-Kossi
    G-Kossi authored Sep 30, 2022
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  3. Add files via upload 

    Update package Controlled SMC  and set state_space_models module to master
    @G-Kossi
    G-Kossi authored Sep 30, 2022
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