integrate_SDP_matrix: Determine the Stochastic Dynamic Programming matrix.

In cboettig/pdg_control: Pretty Darn Good Control

Description

Integrate the multidimensional function using the cubature package

Usage

integrate_SDP_matrix(f, p, x_grid, h_grid, sigma_g, sigma_m, sigma_i)

Arguments

f	the growth function of the escapement population (x-h) should be a function of f(t, y, p), with parameters p
p	the parameters of the growth function
x_grid	the discrete values allowed for the population size, x
h_grid	the discrete values of harvest levels to optimize over
sigma_g	the variance of the population growth process
sigma_m	noise in stock assessment (currently assumes lognormal)
sigma_i	noise in implementing the quota (lognormal)

Value

the transition matrix at each value of h in the grid.

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