Package: rcss
Type: Package
Title: Convex Switching Systems
Version: 1.6
Date: 2018-08-19
Author: Jeremy Yee and Juri Hinz
Maintainer: Jeremy Yee <jeremyyee@outlook.com.au>
Description: The numerical treatment of optimal switching problems in a finite time setting when the state evolves as a controlled Markov chain consisting of a uncontrolled continuous component following linear dynamics and a controlled Markov chain taking values in a finite set. The reward functions are assumed to be convex and Lipschitz continuous in the continuous state. The action set is finite.
License: GPL
Imports: Rcpp (>= 0.12.18), nabor(>= 0.5.0)
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2018-08-19 06:33:49 UTC; jeremy
Repository: CRAN
Date/Publication: 2018-08-19 16:10:02 UTC
