package state
The state
package contains classes, traits and objects for
state-oriented simulation models (for example, Markov Chains).
- Alphabetic
- By Inheritance
- state
- AnyRef
- Any
- Hide All
- Show All
- Public
- Protected
Type Members
- class MDP extends AnyRef
The
MDP
class provides Markov Decision Processes. - class Markov extends Error
The
Markov
class supports the creation and use of Discrete-Time Markov Chains 'DTMC's.The
Markov
class supports the creation and use of Discrete-Time Markov Chains 'DTMC's. Transient solution: compute the next state 'pp = p * tr' where 'p' is the current state probability vector and 'tr' is the transition probability matrix. Equilibrium solution (steady-state): solve for 'p' in 'p = p * tr'. - class MarkovC extends Error
The
MarkovC
class supports the creation and use of Continuous-Time Markov Chains 'CTMC's.The
MarkovC
class supports the creation and use of Continuous-Time Markov Chains 'CTMC's. Note: the transition matrix 'tr' gives the state transition rates off-diagonal. The diagonal elements must equal minus the sum of the rest of their row. Transient solution: Solve the Chapman-Kolmogorov differential equations. Equilibrium solution (steady-state): solve for 'p' in 'p * tr = 0'.- See also
www.math.wustl.edu/~feres/Math450Lect05.pdf
Value Members
- object MDPTest extends App
The
MDPTest
object is used to test theMDP
class.The
MDPTest
object is used to test theMDP
class. > runMain scalation.state.MDPTest - object MarkovCTest extends App
The
MarkovCTest
object tests theMarkovC
class (Continuous-Time Markov Chains).The
MarkovCTest
object tests theMarkovC
class (Continuous-Time Markov Chains). > runMain scalation.state.MarkovCTest - object MarkovTest extends App
The
MarkovTest
object tests theMarkov
class (Discrete-Time Markov Chains).The
MarkovTest
object tests theMarkov
class (Discrete-Time Markov Chains). > runMain scalation.state.MarkovTest