Add workflow to check for Sphinx warnings on PR.

.github/workflows/docs_check.yaml

@@ -0,0 +1,31 @@
+name: Check for Sphinx Warnings
+
+on:
+  pull_request:
+    paths:
+      - "doc/**"
+      - "**/*.rst"
+      - ".github/workflows/docs_check.yaml"
+      - "setup.py"
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+
+    steps:
+    - name: Check out the repository
+      uses: actions/checkout@v3
+
+    - name: Set up Python
+      uses: actions/setup-python@v4
+      with:
+        python-version: '3.x'
+
+    - name: Install dependencies
+      run: |
+          python -m pip install --upgrade pip
+          python -m pip install -e .[development]
+
+    - name: Check for Sphinx warnings
+      run: |
+        sphinx-build -M html ./doc/source ./doc/_build --fail-on-warning