capexp.impulse: Compute intervention function for Capacity Expansion impulse...
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
capexp.impulse R Documentation
Compute intervention function for Capacity Expansion impulse problems
Description
Compute intervention function for Capacity Expansion impulse problems
Usage
capexp.impulse(cur_x, model, fit, ext = FALSE)
Arguments
cur_x
Set of inputs where to compute the intervention function
Should be a n x 2 matrix, with first column for prices and second column
for capacities. Impulse affects second column only.
model
a list containing all model parameters.
In particular must have model$imp.cost.capexp to compute cost of impulses
fit
Object containing the one-step-ahead functional approximator for V(k,x)
ext
logical flag (default is FALSE) whether to return extended information
Details
Calculates the intervention operator for a 2-D capacity
expansion problem. This is done by running optimize on the
cost-to-go based on fit. Calls ospPredict
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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| capexp.impulse | R Documentation |
Compute intervention function for Capacity Expansion impulse problems
Description
Compute intervention function for Capacity Expansion impulse problems
Usage
capexp.impulse(cur_x, model, fit, ext = FALSE)
Arguments
cur_x |
Set of inputs where to compute the intervention function Should be a n x 2 matrix, with first column for prices and second column for capacities. Impulse affects second column only. |
model |
a list containing all model parameters.
In particular must have |
fit |
Object containing the one-step-ahead functional approximator for V(k,x) |
ext |
logical flag (default is FALSE) whether to return extended information |
Details
Calculates the intervention operator for a 2-D capacity
expansion problem. This is done by running optimize on the
cost-to-go based on fit. Calls ospPredict
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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