jeremyhengjm/SchrodingerBridges
Numerical implementation of Schrodinger bridges

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jeremyhengjm/SchrodingerBridges: Numerical implementation of Schrodinger bridges
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Man pages for jeremyhengjm/SchrodingerBridges
Numerical implementation of Schrodinger bridges

LQG_ipfpUpdate Markov transition kernels with new policy
LQG_path_marginalsObtain marginal distributions of path measure
LQG_policy_recursionCompute backward recursion to obtain the optimal policy
LQG_RNderivObtain Radon Nikodym derivative
LQG_update_transitionsUpdate Markov transition kernels with new policy
SchrodingerBridgesSchrodingerBridges package
jeremyhengjm/SchrodingerBridges documentation built on May 13, 2019, 12:07 p.m.

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