find_dp_cautious: Identify the best policy which harvests at P percent of...
In cboettig/pdg_control: Pretty Darn Good Control

Identify the best policy which harvests at P percent of optimum harvest

1 2	find_dp_cautious(SDP_Mat, x_grid, h_grid, OptTime, xT, profit, delta, reward = 0, P = 1)

`SDP_Mat`	the stochastic transition matrix at each h value
`x_grid`	the discrete values allowed for the population size, x
`h_grid`	the discrete values of harvest levels to optimize over
`OptTime`	the stopping time
`xT`	the boundary condition population size at OptTime
`profit`	the cost/profit function, a function of harvested level
`delta`	the exponential discounting rate
`reward`	the profit for finishing with >= Xt fish at the end (i.e. enforces the boundary condition)
`P`	fraction of optimal harvest to use as the policy.

list containing the matrices D and V. D is an x_grid by OptTime matrix with the indices of h_grid giving the optimal h at each value x as the columns, with a column for each time. V is a matrix of x_grid by x_grid, which is used to store the value function at each point along the grid at each point in time. The returned V gives the value matrix at the first (last) time.

cboettig/pdg_control documentation built on May 13, 2019, 2:10 p.m.