Maxplus Function
Last update : 18/05/2014

StoppingTimeList - Optimal Markov Chain Stopping Time Data Bases

Calling Sequence

%StopTime=tlist(['StopTime','Mtrans','Cout','Einit','Eps','Efilt','Cfilt','Popt','Copt'],..
Mtrans,Cout,Einit,Eps,Efilt,Cfilt,Popt,Copt)

Parameters

Description

All the data needed and obtained in solving optimal stopping time for Markov chains incompletely observed is stored in a tlist global variable called %StopTime. The number of states and possible observations are supposed to be finite.

The fields Efilt and Cfilt are filled by calling the function

support() 
   

The fields Popt and Copt are filled by the calling to the function

optstop() 
   

Examples

// Secretary Problem (4 scretaries)
//
// Definition of Transition Matrices
nbr=2
Obs0=[1 0 0 0;0 0.75 0 0;0 0 0.5 0;0 0 0 0.25]
Obs1=[0 0 0 0;0.25 0 0 0;0.25 0.25 0 0;0.25 0.25 0.25 0]
Mtrans=tlist(['trans','nbr','y1','y2'],nbr,Obs0,Obs1)
//
// Cost definitions
C0=[1;0;0;0]
C1=[-1/10;-1/10;-1/10;-1/10]
C=[C0,C1]
//
// Uniform initial law
E0=[0.25 0.25 0.25 0.25]
//
// 3 bits quantification
Eps=3
//
// The data bases is a global variable
global %StopTime
//
// Data Bases building
%StopTime=tlist(['StopTime','Mtrans','Cout','Einit','Eps','Efilt','MTfilt','Cfilt','Popt','Copt'],..
Mtrans,C,E0,Eps,[],[],[],[],[])
//
// Computation of the support of the filter law
support()
//
// Computation of the optimal stopping time and cost
optstop()

 

See Also

costo,