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WIP: BARK: Bellman Abstract Representation toolKit.
This PR introduces a new module, stage
, which contains the implementation of a class representing a general Bellman-form stage. This stage can be solved using a generic value iteration algorithm. Stages can be composed to form more complex problems. A notebook demonstrates how the stage
module can be used to create and solve a Portfolio Consumption problem. The current PR includes some basic tests.
This is the start of a much larger project that addresses some points raised in several issues, such as #1116, #997, #620, among others. It is work in progress. However, the state of this PR is at a point where it would be great to get reviews.
- [ ] Tests for new functionality/models or Tests to reproduce the bug-fix in code.
- [ ] Updated documentation of features that add new functionality.
- [ ] Update CHANGELOG.md with major/minor changes.