Package: rcss
Type: Package
Title: Convex Switching Systems
Version: 1.8
Date: 2019-03-17
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: 2019-03-17 11:27:19 UTC; jeremy
Repository: CRAN
Date/Publication: 2019-03-17 12:00:03 UTC
Built: R 4.0.0; x86_64-w64-mingw32; 2020-04-10 07:14:36 UTC; windows
Archs: i386, x64
