Solving Expectation Problems

CommonSolve.solve — Method

solve(exprob::ExpectationProblem, expalg::MonteCarlo)

Solve an ExpectationProblem using Monte Carlo integration.

source

CommonSolve.solve — Method

solve(exprob::ExpectationProblem, expalg::Koopman;
      maxiters = 1000000, batch = nothing, quadalg = HCubatureJL(),
      ireltol = 1e-2, iabstol = 1e-2, kwargs...)

Solve an ExpectationProblem using Koopman integration.

source