Bellman: Compute Bellman values at step i from step i+1

In dhia-gharsallaoui/watervalues: Generating water values for Antares

Compute Bellman values at step i from step i+1

Description

Compute Bellman values at step i from step i+1

Usage

Bellman(
  Data_week,
  next_week_values_l,
  decision_space,
  E_max,
  P_max = 0,
  niveau_max,
  method,
  na_rm = TRUE,
  max_mcyear,
  print_test = FALSE,
  correct_outliers = FALSE,
  q_ratio = 0.75,
  test_week,
  counter,
  inaccessible_states = 1,
  stop_rate = 5,
  debugger_feas = F,
  ...
)

Arguments

Data_week	A "data.table" generated in Grid_Matrix code that contains: * states Numeric. All the water values that can be set, listed in decreasing order. * value_inflow Numeric. Inflow values for each Monte-Carlo year. * Rewards for each simulation value and each Monte-Carlo year. * level_high Numeric. Highest possible reservoir value. * level_low Numeric. Lowest possible reservoir value. * states_next List of vectors enumerating all reachable states
next_week_values_l	Numeric. Bellman values at step i+1.
decision_space	Simulation constraints values
E_max	Numeric of length 1. Maximum energy that can be generated by hydro storage over one step of time.
P_max	Numeric of length 1. Maximum energy that can be pumped to reservoir over one step of time.
niveau_max	Numeric of length 1. Reservoir capacity.
method	Character. Perform mean of grids algorithm or grid of means algorithm or grid of quantile algorithm.
na_rm	Boolean. Remove NAs
max_mcyear	Numeric of length 1. Number of Monte-Carlo year used in simulations
print_test	Boolean. print Bellman values.
correct_outliers	If TRUE, outliers in Bellman values are replaced by spline interpolations. Defaults to FALSE.
q_ratio	numeric in [0,1]. the probability used in quantile algorithm.
test_week	Numeric of length 1. number of the week to print in test.
counter	Numeric of length 1. number of the week in calculation.
inaccessible_states	Numeric in [0,1]. Tolerance of inaccessible states. For example if equal to 0.9 we delete the state if this states is inaccessible by 90% of scenarios.
stop_rate	the percent from which the calculation stop. for example stop_rate=5 means the calculation stop if there is a week with less then 5% accessibles states.
debugger_feas	open debug mode in case there is an error of no accessible states
...	further arguments passed to or from other methods.

Value

a data.table like Data_week with the Bellman values

dhia-gharsallaoui/watervalues documentation built on Dec. 1, 2022, 5:18 a.m.