Package | Description |
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examples.jmdp | |
jmarkov.jmdp |
jMDP is used to solve Markov Decision Processes.
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jmarkov.jmdp.solvers |
This package contins the framwork of solvers used by jMDP to solve Markov Decision Processes.
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Modifier and Type | Class and Description |
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class |
AccessControl
The present example describes a two station tandem queuing system, with capacity b1 in the
first queue and b2, in the second.
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class |
ControlProdNonEvents
The problem is a periodic review, single item, stochastic demand inventory
problem.
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class |
ControlProduccion
This problem is periodic review, a single item, stochastic demand inventory
problem.
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class |
InfStochasticDemand
This problem is a single item, periodic review, stochastic demand inventory
problem.
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class |
LeadTimeStochasticDemand
This file models a multi item inventory problem.
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class |
OrderProcessing
A company receives orders at a random rate.
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class |
ProbsExample
Basic example to show convergence of probabilities with probability solver.
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Modifier and Type | Class and Description |
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class |
CT2DTConverter<S extends State,A extends Action>
This class formulates a DTMDP equivalent to a CTMDP.
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class |
DTMDPEv<S extends State,A extends Action,E extends Event>
This class represents an infinite horizon, discrete time, Markov Decision
Process with events.
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class |
DTMDPEvA<S extends State,A extends Action,E extends Event>
This class represents an infinite horizon, discrete time, Markov Decision
Process with events, where actions depend on events.
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class |
StochasticShortestPath<S extends StateC,A extends Action>
This class represents an infinite horizon shortest path problem.
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Constructor and Description |
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AbstractTotalSolver(DTMDP<S,A> problem)
Creates a solver for a discrete time problem
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LPBCLAverageSolver(DTMDP<S,A> problem)
The constructor method exclusively receives a problem of the
type DTMDP because this solver is only designed to work on
infinite discrete horizon problems.
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LPBCLDiscountedSolver(DTMDP<S,A> problem,
double interestRate)
The constructor method receives a problem of the type infinite
DTMDP and an interest rate that is modified for being used as
discount factor.
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MpsLpAverageSolver(DTMDP<S,A> problem)
This cosntructor creates a solver for this problem.
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MpsLpAverageSolver(DTMDP<S,A> problem,
java.lang.String workingDir,
java.lang.String fileName)
The constructor method receives a problem of the type infinite
DTMDP, the working directory where the MPS file will be stored,
and the name that the user wants for the MPS File.
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MpsLpDiscountedSolver(DTMDP<S,A> problem,
double interestRate)
This is the default constructor for MpsLpDiscountedSolver
class, and defines the label MDP for the MPS File.
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MpsLpDiscountedSolver(DTMDP<S,A> problem,
double interestRate,
java.lang.String workingDir,
java.lang.String fileName)
The constructor method exclusively receives a problem of the
type infinite DTMDP , an interest rate that is modified for
being used as discount factor and the name that the user wants
for the MPS File.
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MPSQsOptAverageSolver(DTMDP<S,A> problem) |
MPSQsOptAverageSolver(DTMDP<S,A> problem,
java.lang.String workingDir,
java.lang.String fileName)
Creates a solver for average cost problems.
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MPSQsOptDiscountedSolver(DTMDP<S,A> problem,
double interestRate) |
MPSQsOptDiscountedSolver(DTMDP<S,A> problem,
double interestRate,
boolean isAvg) |
MPSQsOptDiscountedSolver(DTMDP<S,A> problem,
double interestRate,
java.lang.String workingDir,
java.lang.String fileName) |
MPSQsOptDiscountedSolver(DTMDP<S,A> problem,
double interestRate,
java.lang.String workingDir,
java.lang.String fileName,
boolean isAvg) |
MPSXpressAverage(DTMDP<S,A> problem)
This is the default constructor for MPSXpressDiscounted class, and
defines the path for the working directory equals to the MPS folder tied
to the project.
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MPSXpressAverage(DTMDP<S,A> problem,
java.lang.String workingDir,
java.lang.String fileName)
The constructor method exclusively receives a problem of the type
infinite DTMDP and the name that the user wants as path for MPS Files and
solutions from Xpress-Optimizer.
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MPSXpressDiscounted(DTMDP<S,A> problem,
double interestRate)
This is the default constructor for MPSXpressDiscounted class,
and defines the path for the working directory equals to the
MPS folder tied to the project.
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MPSXpressDiscounted(DTMDP<S,A> problem,
double interestRate,
java.lang.String workingDir,
java.lang.String fileName)
The constructor method receives a problem of the type infinite
DTMDP, an interest rate, and the working directory and file
name that the user wants as path for MPS Files and solutions
from Xpress-Optimizer.
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PolicyIterationSolver(DTMDP<S,A> problem,
double discountFactor)
The constructor method exclusively receives a problem of the
type InfiniteMDP because this solver is only designed to work
on infinite horizon problems.
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PolicyIterationSolver(DTMDP<S,A> problem,
double discountFactor,
boolean setModifiedPolicy)
The constructor method exclusively receives a problem of the
type InfiniteMDP because this solver is only designed to work
on infinite horizon problems.
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PolicyIterationSolverAvg(DTMDP<S,A> problem)
The constructor method exclusively receives a problem of the
type InfiniteMDP because this solver is only designed to work
on infinite horizon problems.
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ProbabilitySolver(DTMDP<S,A> problem)
Initializes a new solver for discrete chains and solves the probabilities
for the optimal policy.
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ProbabilitySolver(DTMDP<S,A> problem,
DecisionRule<S,A> dr)
Initializes a new solver for discrete chains
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RelativeValueIterationSolver(DTMDP<S,A> problem)
The constructor method exclusively receives a discrte time infinite
horizon problem of the type DTMDP.
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RelativeValueIterationSolver(DTMDP<S,A> problem,
double factor)
Creates a new solver for the given discrete time, infinite horizon
problem.
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ValueIterationSolver(DTMDP<S,A> problem,
double interestRate)
Default Constructor for Discrte time problems.
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