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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