Processes
Class SFSStoppableMarkovChain

java.lang.Object
  extended byProcesses.StochasticProcess
      extended byProcesses.MarkovChain
          extended byProcesses.SFSMarkovChain
              extended byProcesses.SFSStoppableMarkovChain

public abstract class SFSStoppableMarkovChain
extends SFSMarkovChain

A stationary finite state Markov chain with reward(t,i) * for stopping at time t if the chain is in state i.

* * Exactly analogous to StoppableMarkovChain except that we extend * an SFSMarkovChain and thus rely on the more efficient path * computation methods of such a chain. * * @author Michael J. Meyer


Constructor Summary
SFSStoppableMarkovChain(int T, int j_0, int N)
          Constructor
 
Method Summary
abstract  int a(int i)
          Lower bound for states.
abstract  int b(int i)
          Upper bound for states.
 StoppingTime get_optimalStoppingTime()
          Optimal stopping time with respect to the reward function.
abstract  double reward(int t, int i)
          Reward from stopping at time t if the chain is in state i.
 
Methods inherited from class Processes.SFSMarkovChain
I, q, q, timeStep
 
Methods inherited from class Processes.StochasticProcess
get_dt, get_path, get_T, get_X_0, newPath, newPathBranch, pathSegment, pathSegment, pathSegment, sampledAt, simulationInit, timeStep
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

SFSStoppableMarkovChain

public SFSStoppableMarkovChain(int T,
                               int j_0,
                               int N)

Constructor

* * Call from concrete subclass or call and define all abstract methods * in the body of the constructor call. * * @param T number of time steps to horizon * @param j_0 initial state * @param N number of states

Method Detail

get_optimalStoppingTime

public StoppingTime get_optimalStoppingTime()
Optimal stopping time with respect to the reward function.


reward

public abstract double reward(int t,
                              int i)

Reward from stopping at time t if the chain is in state i.


a

public abstract int a(int i)

Lower bound for states. From state i only the states * j=a(i),...,b(i) can be reached in the next step.

Specified by:
a in class SFSMarkovChain

b

public abstract int b(int i)

Upper bound for states. From state i only the states * j=a(i),...,b(i) can be reached in the next step.

Specified by:
b in class SFSMarkovChain