Man pages for rcss
Convex Switching Systems
| AcceleratedBellman | Bellman recursion accelerated with k nearest neighbours |
| AcceleratedExpected | Expected value function using k nearest neighbours |
| AddDual | Additive duals |
| AddDualBounds | Additive duals bound estimates |
| Bellman | Bellman recursion |
| Expected | Expected value function |
| FastAddDual | Fast additive duals |
| FastBellman | Fast Bellman Recursion |
| FastExpected | Fast expected value function |
| FastPathPolicy | Fast prescribed policy |
| FiniteAddDual | Finite distribution case additive duals |
| FullTestPolicy | Full backtesting prescribed policy |
| GetBounds | Confidence Bounds |
| Optimal | Optimal |
| PathDisturb | Path Simulation |
| PathPolicy | Prescribed policy |
| StochasticGrid | Stochastic grid |
| TestPolicy | Backtesting Prescribed policy |
