public abstract class ForwardRecursion extends Recursion
Recursion.OptimisationDirection
direction, horizonLength, stateMonitoring, stateSpace, transitionProbability, valueRepository
Constructor and Description |
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ForwardRecursion(Recursion.OptimisationDirection direction)
Creates an instance of
ForwardRecursion with the given optimization direction. |
Modifier and Type | Method and Description |
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MonitoringInterfaceForward |
getMonitoringInterfaceForward() |
double |
runForwardRecursion(State state)
Runs the forward recursion algorithm for the given stochastic dynamic program and
computes the expected value function starting from state
state . |
double |
runForwardRecursionMonitoring(State state) |
getExpectedValue, getStateSpace, getStateSpace, getTransitionProbability, getValueRepository, setStateMonitoring
public ForwardRecursion(Recursion.OptimisationDirection direction)
ForwardRecursion
with the given optimization direction.direction
- the direction of optimization.public MonitoringInterfaceForward getMonitoringInterfaceForward()
public double runForwardRecursionMonitoring(State state)
public double runForwardRecursion(State state)
state
.state
- the initial state.state
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