Convex Switching Systems


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Documentation for package ‘rcss’ version 1.2

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Bellman Bellman Recursion
BellmanAccelerated Bellman Recursion Accelerated With K Nearest Neighbours
Duality Primal And Dual Values
Expected Expected Value Function
ExpectedAccelerated Expected Value Function Using K Nearest Neighbours
FastBellman Fast Bellman Recursion
FastExpected Fast Expected Value Function
FastMartingale Fast Martingale
FastMartingale2 Fast Approximate Martingales - Experimental
GetBounds Confidence Bounds
Martingale Martingale Increments
Path Path Simulation
PathPolicy Prescribed Policy
StochasticGrid Stochastic grid
TestPolicy Backtesting Prescribed policy
TestPolicy2 Backtesting Prescribed policy