Package: rcss
Type: Package
Title: Convex Switching Systems
Version: 1.2
Date: 2017-01-28
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.
URL: https://github.com/YeeJeremy/rcss
License: GPL
Depends: rflann (>= 1.0)
Imports: Rcpp (>= 0.11.6)
LinkingTo: Rcpp, RcppArmadillo
Suggests: R.rsp
VignetteBuilder: R.rsp
NeedsCompilation: yes
BugReports: https://github.com/YeeJeremy/rcss/issues
Packaged: 2017-01-27 23:21:46 UTC; jeremyyee
Repository: CRAN
Date/Publication: 2017-01-30 21:20:58
Built: R 3.2.5; x86_64-w64-mingw32; 2017-04-20 08:09:51 UTC; windows
Archs: i386, x64
