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• minimize a smooth function by pytorch optimizer - ipynb
• p: linear regression with pytorch - ipynb
• solving linear system by nn - ipynb
• learning quadratic function by nn - ipynb
• learning by nn with normalization - ipynb
• learn bsm - ipynb
• fitting two points by nn - ipynb
• fitting three points by nn - ipynb
• SB18-Example 4.1-Gridworld -ipynb
• gambler's problem: reinforcement learning - ipynb
• MDP from HJB - pdf - ipynb
• HJB-MDP by NN - pdf - ipynb
• 1d MDP with q-table - ipynb
• cliff walking: Sarsa/Q-learning - ipynb
• Backward in time dynamic programing on HJB with Cauchy data - ipynb
• 1-d dynamic programing on HJB with Cauchy data (to check above) - ipynb
• Semi-explicit solution/DPP on 1-d dp-hjb-cauchy (to check above) -ipynb
• value iteration on 1d HJB with dirichlet data - ipynb
• p: value iteration on 1d HJB with dirichlet data with upwind scheme works - ipynb
• q-learning approach on 1d HJB with dirichlet data - ipynb
• gpu vs cpu performance by pytorch tensor calculation - ipynb
• gpu vs cpu performance on MDP - ipynb
• Pytorch: Autograd for higher order - ipynb
• First order ODE by fixed point theorem - ipynb
• Second order ODE by FPT - ipynb
• Elliptic Linear PDE by Neural Network - pdf - ipynb
• Fourier transforms in option pricing - ipynb
• The Gradient descent - ipynb
• Stochastic gradient descent (incomplete) - ipynb
• Sudoku 4 by 4 - ipynb