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MIT licensed Build Status Build status codecov Coverage Status

STochastic Optimal Control (stoc)

Pontryagin's Maximum Principle

Stochastic Differential Equation(SDE)

Backward SDE(BSDE)

Forward-Backward SDE(FBSDE)

Bellman's Maximum Principle

Hamilton-Jacobi-Bellman Equation

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STochastic Optimal Control

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