search

JuliaStochOpt / StochDynamicProgramming.jl

A package for discrete-time optimal stochastic control
Other
62 stars 16 forks source link

get_control functions #51

Closed leclere closed 8 years ago

leclere commented 8 years ago

We need some get_opt_control(SPmodel,params,x,t,xi,V) functions. They could factorize the code and are required for the examples.

leclere commented 8 years ago

In the same idea we need need some get_value(SPmodel, params, x,t,V)

frapac commented 8 years ago

It exists: SDDPOptimize.jl, line 418

leclere commented 8 years ago

Yes, we don't have the equivalent for SDP resolution ( nor for EF). And I'm not sure if we have the get_opt_control for SDDP.

frapac commented 8 years ago

I think oneStepPerAlea is sufficient to do this.

leclere commented 8 years ago

probably but the name is not easy to guess for someone who does not want to know the inside of the algorithm.

I think it is reasonable to assume that someone can solve its problem, and then ask to get the optimal control at a given point with a function dedicated for it.

frapac commented 8 years ago

I think we could close this issue