How about making this package compatible with DifferentialEquations.jl? #249
Description
According to this blog, the simulation flow of ReinforcemetLearning.jl is very flexible by calling hooks at any stages as follows.
To me, it looks like callbacks in DifferentialEquations.jl.
How about making this package based on DifferentialEquations.jl?
Although it may cause high dependencies, it would provide extensive functionality and extensibility for continuous time simulation (including ODE, SDE, RODE, and so on). Also, DifferentialEquations.jl can handle discrete time simulations.
In addition, DifferentialEquations.jl is a widely used package for scientific machine learning. For example, it is also compatible with other ML packages, for example, see DiffEqFlux.jl for neural ODE.
Note that this proposal might be biased for continuous-time simulation of dynamical systems (as I'm interested in them).
(Note)
I'm not sure what an appropriate form of Base.run would be for continuous-time simulation cuz there might be no difference between policy(PRE_ACT_STAGE, ...), env(action), and policy(POST_ACT_STAGE, ...) (they would be integrated into one callback). Probably the action is injected into the simulator as parameters, e.g., parameterised simulation within one time step.
(Note2)
Of course, there is an alternative way; custom usage of DifferentialEquations.jl only for env(action) (that is, system propagation).