Solving HJB PDE using deep learning

Hi everyone!

I recently started using Julia and joined this forum precisely because of this issue. I managed to solve the neoclassical growth model with Julia’s NeuralPDE. I am not sure if I have done this in an efficient manner, but it works.

Here is a link with the code and a brief note: https://github.com/GMellior/NGM_neuralnetwork

While I find that the code above worked for this specific model I have not been able to scale up to more complex versions, say by adding a diffusion in productivity or more state variables.

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