line::ssa::MlmcProblem Struct Reference

Generic fixed-increment jump process. More...

#include <line/solvers/ssa/ssa_mlmc.h>

Collaboration diagram for line::ssa::MlmcProblem:

Public Attributes
std::vector< double >	x0
std::vector< std::vector< double > >	nu
std::function< std::vector< double >(const std::vector< double > &)>	rates
std::function< std::vector< double >(const std::vector< double > &)>	observe

Detailed Description

Generic fixed-increment jump process.

Rates/rewards include signed auxiliary states.

Definition at line 18 of file ssa_mlmc.h.

Member Data Documentation

nu

std::vector<std::vector<double> > line::ssa::MlmcProblem::nu

Definition at line 20 of file ssa_mlmc.h.

observe

std::function<std::vector<double>(const std::vector<double>&)> line::ssa::MlmcProblem::observe

Definition at line 21 of file ssa_mlmc.h.

rates

std::function<std::vector<double>(const std::vector<double>&)> line::ssa::MlmcProblem::rates

Definition at line 21 of file ssa_mlmc.h.

x0

std::vector<double> line::ssa::MlmcProblem::x0

Definition at line 19 of file ssa_mlmc.h.

Referenced by line::ssa::ssa_mlmc_problem().

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The documentation for this struct was generated from the following file:

• include/line/solvers/ssa/ssa_mlmc.h