Convex Switching Systems


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Documentation for package ‘rcss’ version 1.8

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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