runCalcWeights: Calculate weights based on current policy. Normally run after...

In MDP2: Markov Decision Processes (MDPs)

Calculate weights based on current policy. Normally run after an optimal policy has been found.

Description

Calculate weights based on current policy. Normally run after an optimal policy has been found.

Usage

runCalcWeights(
  mdp,
  wLbl,
  criterion = "expected",
  durLbl = NULL,
  rate = 0,
  rateBase = 1,
  discountFactor = NULL,
  termValues = NULL,
  discountMethod = "continuous"
)

Arguments

mdp	The MDP loaded using loadMDP().
wLbl	The label of the weight we consider.
criterion	The Bellman operator shortcut. If expected use expected weights, if discount use discounted expected weights, if average use average expected weights, if min use minimum-successor weights, if max use maximum-successor weights, if secondMoment use the second moment of total accumulated weight, and if variance use the law-of-total-variance recursion under the current policy.
durLbl	The label of the duration/time such that discount rates can be calculated.
rate	The interest rate.
rateBase	The time-horizon the rate is valid over.
discountFactor	The discount rate for one time unit. If specified rate and rateBase are not used to calculate the discount rate.
termValues	The terminal values used (values of the last stage in the MDP).
discountMethod	Either 'continuous' or 'discrete', corresponding to discount factor exp(-rate/rateBase) or 1/(1 + rate/rateBase), respectively. Only used if discountFactor is NULL.

Value

Nothing.

Examples

## Set working dir
wd <- setwd(tempdir())

# Create the small machine repleacement problem used as an example in L.R. Nielsen and A.R.
# Kristensen. Finding the K best policies in a finite-horizon Markov decision process. European
# Journal of Operational Research, 175(2):1164-1179, 2006. doi:10.1016/j.ejor.2005.06.011.

## Create the MDP using a dummy replacement node
prefix<-"machine1_"
w <- binaryMDPWriter(prefix)
w$setWeights(c("Net reward"))
w$process()
   w$stage()   # stage n=0
      w$state(label="Dummy")          # v=(0,0)
         w$action(label="buy", weights=-100, prob=c(1,0,0.7, 1,1,0.3), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=1
      w$state(label="good")           # v=(1,0)
         w$action(label="mt", weights=55, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=70, prob=c(1,0,0.6, 1,1,0.4), end=TRUE)
      w$endState()
      w$state(label="average")        # v=(1,1)
         w$action(label="mt", weights=40, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=50, prob=c(1,1,0.6, 1,2,0.4), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=2
      w$state(label="good")           # v=(2,0)
         w$action(label="mt", weights=55, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=70, prob=c(1,0,0.5, 1,1,0.5), end=TRUE)
      w$endState()
      w$state(label="average")        # v=(2,1)
         w$action(label="mt", weights=40, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=50, prob=c(1,1,0.5, 1,2,0.5), end=TRUE)
      w$endState()
      w$state(label="not working")    # v=(2,2)
         w$action(label="mt", weights=30, prob=c(1,0,1), end=TRUE)
         w$action(label="rep", weights=5, prob=c(1,3,1), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=3
      w$state(label="good")           # v=(3,0)
         w$action(label="mt", weights=55, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=70, prob=c(1,0,0.2, 1,1,0.8), end=TRUE)
      w$endState()
      w$state(label="average")        # v=(3,1)
         w$action(label="mt", weights=40, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=50, prob=c(1,1,0.2, 1,2,0.8), end=TRUE)
      w$endState()
      w$state(label="not working")    # v=(3,2)
         w$action(label="mt", weights=30, prob=c(1,0,1), end=TRUE)
         w$action(label="rep", weights=5, prob=c(1,3,1), end=TRUE)
      w$endState()
      w$state(label="replaced")       # v=(3,3)
         w$action(label="Dummy", weights=0, prob=c(1,3,1), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=4
      w$state(label="good", end=TRUE)        # v=(4,0)
      w$state(label="average", end=TRUE)     # v=(4,1)
      w$state(label="not working", end=TRUE) # v=(4,2)
      w$state(label="replaced", end=TRUE)    # v=(4,3)
   w$endStage()
w$endProcess()
w$closeWriter()

## Load the model into memory
mdp<-loadMDP(prefix)
mdp
plot(mdp)

getInfo(mdp, withList = FALSE)
getInfo(mdp, withList = FALSE, dfLevel = "action", asStringsActions = TRUE)
getInfo(mdp, withList = FALSE, dfLevel = "action", asStringsActions = FALSE)

## Perform value iteration
w<-"Net reward"             # label of the weight we want to optimize
scrapValues<-c(30,10,5,0)   # scrap values (the values of the 4 states at stage 4)
runValueIte(mdp, w, termValues=scrapValues)
getPolicy(mdp)     # optimal policy

## Calculate the weights of the policy always to maintain
library(magrittr)
policy <- getInfo(mdp, withList = FALSE, dfLevel = "action")$df %>% 
   dplyr::filter(label_action == "mt") %>% 
   dplyr::select(sId, aIdx)
setPolicy(mdp, policy)
runCalcWeights(mdp, w, termValues=scrapValues)
getPolicy(mdp)  



# The example given in L.R. Nielsen and A.R. Kristensen. Finding the K best
# policies in a finite-horizon Markov decision process. European Journal of
# Operational Research, 175(2):1164-1179, 2006. doi:10.1016/j.ejor.2005.06.011,
# does actually not have any dummy replacement node as in the MDP above. The same
# model can be created using a single dummy node at the end of the process.

## Create the MDP using a single dummy node
prefix<-"machine2_"
w <- binaryMDPWriter(prefix)
w$setWeights(c("Net reward"))
w$process()
   w$stage()   # stage n=0
      w$state(label="Dummy")          # v=(0,0)
         w$action(label="buy", weights=-100, prob=c(1,0,0.7, 1,1,0.3), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=1
      w$state(label="good")           # v=(1,0)
         w$action(label="mt", weights=55, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=70, prob=c(1,0,0.6, 1,1,0.4), end=TRUE)
      w$endState()
      w$state(label="average")        # v=(1,1)
         w$action(label="mt", weights=40, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=50, prob=c(1,1,0.6, 1,2,0.4), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=2
      w$state(label="good")           # v=(2,0)
         w$action(label="mt", weights=55, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=70, prob=c(1,0,0.5, 1,1,0.5), end=TRUE)
      w$endState()
      w$state(label="average")        # v=(2,1)
         w$action(label="mt", weights=40, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=50, prob=c(1,1,0.5, 1,2,0.5), end=TRUE)
      w$endState()
      w$state(label="not working")    # v=(2,2)
         w$action(label="mt", weights=30, prob=c(1,0,1), end=TRUE)
         w$action(label="rep", weights=5, prob=c(3,12,1), end=TRUE) # transition to sId=12 (Dummy)
      w$endState()
   w$endStage()
   w$stage()   # stage n=3
      w$state(label="good")           # v=(3,0)
         w$action(label="mt", weights=55, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=70, prob=c(1,0,0.2, 1,1,0.8), end=TRUE)
      w$endState()
      w$state(label="average")        # v=(3,1)
         w$action(label="mt", weights=40, prob=c(1,0,1), end=TRUE)
         w$action(label="nmt", weights=50, prob=c(1,1,0.2, 1,2,0.8), end=TRUE)
      w$endState()
      w$state(label="not working")    # v=(3,2)
         w$action(label="mt", weights=30, prob=c(1,0,1), end=TRUE)
         w$action(label="rep", weights=5, prob=c(3,12,1), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=4
      w$state(label="good")        # v=(4,0)
         w$action(label="rep", weights=30, prob=c(1,0,1), end=TRUE)
      w$endState()
      w$state(label="average")     # v=(4,1)
         w$action(label="rep", weights=10, prob=c(1,0,1), end=TRUE)
      w$endState()
      w$state(label="not working") # v=(4,2)
         w$action(label="rep", weights=5, prob=c(1,0,1), end=TRUE)
      w$endState()
   w$endStage()
   w$stage()   # stage n=5
      w$state(label="Dummy", end=TRUE)        # v=(5,0)
   w$endStage()
w$endProcess()
w$closeWriter()

## Have a look at the state-expanded hypergraph
mdp<-loadMDP(prefix)
mdp
plot(mdp)

getInfo(mdp, withList = FALSE)
getInfo(mdp, withList = FALSE, dfLevel = "action", asStringsActions = TRUE)
getInfo(mdp, withList = FALSE, dfLevel = "action", asStringsActions = FALSE)

## Perform value iteration
w<-"Net reward"             # label of the weight we want to optimize
runValueIte(mdp, w, termValues = 0)
getPolicy(mdp)     # optimal policy

## Calculate the weights of the policy always to maintain
library(magrittr)
policy <- getInfo(mdp, withList = FALSE, dfLevel = "action")$df %>% 
   dplyr::filter(label_action == "mt") %>% 
   dplyr::select(sId, aIdx)
setPolicy(mdp, policy)
runCalcWeights(mdp, w, termValues=scrapValues)
getPolicy(mdp)  


## Reset working dir
setwd(wd)

MDP2 documentation built on June 13, 2026, 1:08 a.m.