Package: rcss
Type: Package
Title: Convex Switching Systems
Version: 1.0
Date: 2016-05-26
Author: Juri Hinz and Jeremy Yee
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
Depends: rflann (>= 1.0)
Imports: Rcpp (>= 0.11.6)
LinkingTo: Rcpp, RcppArmadillo
Suggests: R.rsp
VignetteBuilder: R.rsp
NeedsCompilation: yes
Packaged: 2016-05-29 15:41:10 UTC; jeremyyee
Repository: CRAN
Date/Publication: 2016-05-29 21:14:04
