EmmyNoetherRing t1_ist2jei wrote on October 18, 2022 at 2:32 PM

Reply to comment by ChrisRackauckas in [P] Stochastic Differentiable Programming: Unbiased Automatic Differentiation for Discrete Stochastic Programs (such as particle filters, agent-based models, and more!) by ChrisRackauckas

Thanks! Sounds very related, but from a different angle than the one I've worked with before (which is closer to multi-agent systems, by the wikipedia article's nomenclature). Still discrete underneath though, if I'm reading it correctly? Or I guess looking at real valued parameters for the agents programs/states/locations?

ChrisRackauckas OP t1_ist3pfj wrote on October 18, 2022 at 2:40 PM

Yes, our case would be real-valued parameters for discretely valued simulations.