Package | Description |
---|---|
examples.jmdp | |
jmarkov |
Provides the basic elements to model continuous time Markov chains (CTMC).
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jmarkov.basic |
This package contains basic elements such as State, Event, Action that are used in jMarkov and jMDP
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jmarkov.jmdp |
jMDP is used to solve Markov Decision Processes.
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jmarkov.jmdp.solvers |
This package contins the framwork of solvers used by jMDP to solve Markov Decision Processes.
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jmarkov.solvers |
Provides classes for customizing a solver used by JMarkov to solve transient
and steady state probabilities in different models.
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Modifier and Type | Class and Description |
---|---|
class |
InvLevel
This class allows to represent a State with a songle integer.
|
class |
TandemQueues
This class represents a state in a tandem queuing system it is used by the Access Control examples
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Modifier and Type | Class and Description |
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class |
GeomProcess<Sub extends State,E extends Event>
The class GeomProcess represents a continuos or discrete Quasi
Birth and Death process.
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class |
GeomRelState<Sub extends State>
This class is used to build destinations which are relative to a given
GeomState.
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class |
GeomState<Sub extends State>
The actual Geometric model is build using this class.
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class |
MarkovProcess<S extends State,E extends Event>
The abstract class SimpleMarkovProcess represents a Continuous or
Discrete Time Markov Chain.
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class |
SimpleMarkovProcess<S extends State,E extends Event> |
Modifier and Type | Class and Description |
---|---|
class |
GeomRelState<Sub extends State>
This class is used to build destinations which are relative to a given
GeomState.
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class |
GeomState<Sub extends State>
The actual Geometric model is build using this class.
|
Modifier and Type | Method and Description |
---|---|
Sub[] |
GeomProcess.getBoundaryStates()
Returns an array with the States in the boundary level.
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Sub[] |
GeomProcess.getTypicalStates()
Returns an array with the States in the typical levels.
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Modifier and Type | Method and Description |
---|---|
int |
GeomRelState.compareTo(State s)
Compares GeomStates according to rLevel first and then according to the
subStates comparator.
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int |
GeomState.compareTo(State s)
Compares GeomStates according to level first and then according to the
subStates comparator.
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Modifier and Type | Class and Description |
---|---|
class |
DecisionRule<S extends State,A extends Action>
This class represents a deterministic decision rule which assigns an action
to every state.
|
class |
Policy<S extends State,A extends Action>
Policy is a set of "Decision Rules".
|
class |
Solution<S extends State,A extends Action>
This class represents the joint information of a value function and a policy
which summarizes the solution to a problem.
|
class |
StateEvent<S extends State,E extends Event>
This class represents a state compounded of a state and an event.
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interface |
States<S extends State>
This interface represents a set of objects State.
|
class |
StatesSet<S extends State>
This class represent a set of States.
|
class |
Transition<S extends State>
This class represent a transition to a given state.
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interface |
Transitions<S extends State> |
class |
TransitionsSet<S extends State> |
class |
ValueFunction<S extends State>
This structure matches each state with a double number representing its value
function, or in some cases the steady state probabilities.
|
Modifier and Type | Class and Description |
---|---|
class |
PropertiesState
The states are characterized by an array of integer-valued properties, whose
meaning will change from implementation to implementation.
|
class |
StateC
State to model shortest path problems.
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class |
StateEvent<S extends State,E extends Event>
This class represents a state compounded of a state and an event.
|
Modifier and Type | Method and Description |
---|---|
S[] |
StatesSet.toStateArray()
Returns an array with the States in the set.
|
Modifier and Type | Method and Description |
---|---|
int |
StateEvent.compareTo(State i) |
abstract int |
State.compareTo(State j)
The method compareTo should be implemented in order to establish a total
ordering among the States.
|
int |
PropertiesState.compareTo(State s) |
Constructor and Description |
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StatesSet(S[] states)
Creates a set of objects S from a given set of States
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Modifier and Type | Class and Description |
---|---|
class |
CT2DTConverter<S extends State,A extends Action>
This class formulates a DTMDP equivalent to a CTMDP.
|
class |
CTMDP<S extends State,A extends Action>
This class represents a continuous time MDP.
|
class |
CTMDPEv<S extends State,A extends Action,E extends Event>
This class represents an Infinite horizon, continuous time Markov Decision
Process with events.
|
class |
CTMDPEvA<S extends State,A extends Action,E extends Event>
This class represents an Infinite horizon, continuous time Markov Decision
Process with events where actions depend on events.
|
class |
DTMDP<S extends State,A extends Action>
This class represents a discrete time infnite horizon MDP problem.
|
class |
DTMDPEv<S extends State,A extends Action,E extends Event>
This class represents an infinite horizon, discrete time, Markov Decision
Process with events.
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class |
DTMDPEvA<S extends State,A extends Action,E extends Event>
This class represents an infinite horizon, discrete time, Markov Decision
Process with events, where actions depend on events.
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class |
FiniteDP<S extends State,A extends Action>
This class should ONLY be used in FINITE horizon deterministic problems.
|
class |
FiniteMDP<S extends State,A extends Action>
This class should ONLY be used in FINITE horizon problems.
|
class |
FiniteMDPEv<S extends State,A extends Action,E extends Event>
This class represents a finite horizon discrete time MDP with events.
|
class |
InfiniteMDP<S extends State,A extends Action>
This class is a structural class.
|
class |
MDP<S extends State,A extends Action>
This class is the main framework to build a Dynamic Programming Problem.
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Modifier and Type | Class and Description |
---|---|
class |
AbstractAverageSolver<S extends State,A extends Action>
Structural class for average cost solvers to extend.
|
class |
AbstractDiscountedSolver<S extends State,A extends Action>
This is a structural class that must be extended by classes solving the
dicounted cost minimization problem.
|
class |
AbstractFiniteSolver<S extends State,A extends Action>
Structural class for solvers to extend in order to solve finite horizon problems.
|
class |
AbstractInfiniteSolver<S extends State,A extends Action>
Structural class to be extended by solvers in order to solve infinite horizon
problems
|
class |
AbstractTotalSolver<S extends State,A extends Action>
Structural class to be extended by solvers in order to solve the total cost
criteria for an infinite horizon problem
|
class |
FiniteSolver<S extends State,A extends Action>
This class belongs to the set of default solvers included in the
jmdp package.
|
class |
LPBCLAverageSolver<S extends State,A extends Action>
This solver solves a average-cost infinite horizon MDP by building
and solving a linear problem using as interface Xpress BCL.
|
class |
LPBCLDiscountedSolver<S extends State,A extends Action>
This solver solves a discounted infinite horizon MDP by building
and solving a linear problem using as interface Xpress BCL.
|
interface |
LPSolver<S extends State,A extends Action> |
class |
MpsLpAverageSolver<S extends State,A extends Action>
This class builds the Dual Linear Program for an average infinite
horizon MDP in a MPS file.
|
class |
MpsLpDiscountedSolver<S extends State,A extends Action>
This class builds a Linear Program for a discounted infinite
horizon MDP in a MPS file.
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interface |
MpsLpSolver<S extends State,A extends Action>
This interface define the minimium elements for creating a MPS file.
|
class |
MPSQsOptAverageSolver<S extends State,A extends Action>
This solver solves an average infinite horizon MDP by building and solving a
linear problem using as interface QSopt-Optimizer.
|
class |
MPSQsOptDiscountedSolver<S extends State,A extends Action>
This solver solves an discounted infinite horizon MDP by building and solving a
linear problem using as interface QSopt-Optimizer.
|
class |
MPSXpressAverage<S extends State,A extends Action>
This solver solves an average infinite horizon MDP by building and solving a
linear problem using as interface Xpress-Optimizer.
|
class |
MPSXpressDiscounted<S extends State,A extends Action>
This solver solves a discounted infinite horizon MDP by building
and solving a linear problem using as interface Xpress-Optimizer.
|
class |
PolicyIterationSolver<S extends State,A extends Action>
This class solves infinite horizon discounted problems using the
policy iteration algorithm.
|
class |
PolicyIterationSolverAvg<S extends State,A extends Action>
This class solves infinite horizon non-discounted problems using the
policy iteration algorithm.
|
class |
ProbabilitySolver<S extends State,A extends Action>
This class is designed to calculate the long run probabilities of infinite
horizon problem.
|
class |
RelativeValueIterationSolver<S extends State,A extends Action>
This class solves the average cost criteria for infinite horizon problems
|
class |
Solver<S extends State,A extends Action>
Structural class for every solver.
|
class |
ValueIterationSolver<S extends State,A extends Action>
This class belongs to the set of default solvers included in the
jmdp package.
|
Modifier and Type | Method and Description |
---|---|
double[][] |
TransientSolver.getTransientProbs(double[] times,
State i0)
Computes the steady state probabilities at this given times, assuming the
Markov Chain starts in the given state i0.
|
double[][] |
JamaTransientSolver.getTransientProbs(double[] times,
State i0) |
abstract double[] |
TransientSolver.getTransientProbs(double time,
State i0)
Computes the steady state probabilities at this given time, assuming the
Markov Chain starts in the given state i0.
|
double[] |
JamaTransientSolver.getTransientProbs(double time,
State i0) |
double[][] |
TransientSolver.getTransientProbs(int NumberPoints,
double delta,
State i0)
Computes the steady state probabilities at times delta, 2delta,
3delta,..., assuming the Markov Chain starts in the given state i0.
|
double[][] |
JamaTransientSolver.getTransientProbs(int NumberPoints,
double delta,
State i0) |