Solving HJB PDE using deep learning

[ChrisRackauckas]

@Goosee

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.

Yeah this probably needs the adaptive loss functions that we’re working on. Can you add the not working ones to the repo? @kirillzubov @zobot it would be good to as these as testing functions.