BackwardRecursion
) are more efficient.@Deprecated public class sS_SequentialBackwardRecursion extends sS_BackwardRecursion
Recursion.OptimisationDirection
Modifier and Type | Field and Description |
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protected double |
proportionalOrderingCost
Deprecated.
|
direction, horizonLength, stateMonitoring, stateSpace, transitionProbability, valueRepository
Constructor and Description |
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sS_SequentialBackwardRecursion(umontreal.ssj.probdist.Distribution[] demand,
double minDemand,
double maxDemand,
double fixedOrderingCost,
double proportionalOrderingCost,
double holdingCost,
double penaltyCost)
Deprecated.
Creates an instance of a backward recursion algorithm that exploits K-convexity to quickly process states.
|
Modifier and Type | Method and Description |
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protected void |
recurse(int period)
Deprecated.
Backward recursion step; in order to run the recursion step for period
period
the recursion step must have been already run for all subsequent periods. |
find_s, find_S, getExpectedCost, getExpectedCost, getOptimalAction, getOptimalPolicy, getTransitionProbability, getValueRepository
generateStates, getMonitoringInterfaceBackward, runBackwardRecursion, runBackwardRecursion, runBackwardRecursionMonitoring, runBackwardRecursionMonitoring
getExpectedValue, getStateSpace, getStateSpace, setStateMonitoring
public sS_SequentialBackwardRecursion(umontreal.ssj.probdist.Distribution[] demand, double minDemand, double maxDemand, double fixedOrderingCost, double proportionalOrderingCost, double holdingCost, double penaltyCost)
demand
- the distribution of random demand in each period, an array of Distribution
.minDemand
- the support lower boundmaxDemand
- the support upper boundfixedOrderingCost
- the fixed ordering cost.proportionalOrderingCost
- the proportional (per unit) ordering cost.holdingCost
- the proportional (per unit) holding cost; this is paid for each item brought from one period to the next.penaltyCost
- the proportional (per unit) penalty cost; this is paid for each item short at the end of each period.protected void recurse(int period)
BackwardRecursion
period
the recursion step must have been already run for all subsequent periods.recurse
in class BackwardRecursion
period
- the target period for the step.Copyright © 2017–2018. All rights reserved.