rcss: Convex Switching Systems

The numerical treatment of optimal switching problems in a finite time setting when the state evolves as a controlled Markov chain consisting of a uncontrolled continuous component following linear dynamics and a controlled Markov chain taking values in a finite set. The reward functions are assumed to be convex and Lipschitz continuous in the continuous state. The action set is finite.

Version: 1.1
Depends: rflann (≥ 1.0)
Imports: Rcpp (≥ 0.11.6)
LinkingTo: Rcpp, RcppArmadillo
Suggests: R.rsp
Published: 2016-06-18
Author: Juri Hinz and Jeremy Yee
Maintainer: Jeremy Yee <jeremyyee at outlook.com.au>
BugReports: https://github.com/YeeJeremy/rcss/issues
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: https://github.com/YeeJeremy/rcss
NeedsCompilation: yes
Materials: README
CRAN checks: rcss results


Reference manual: rcss.pdf
Vignettes: Practical User Guide
Package source: rcss_1.1.tar.gz
Windows binaries: r-devel: rcss_1.1.zip, r-release: rcss_1.1.zip, r-oldrel: rcss_1.1.zip
OS X Mavericks binaries: r-release: rcss_1.1.tgz, r-oldrel: rcss_1.1.tgz
Old sources: rcss archive


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