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LINE Solver (C++)
Templated C++ port of the LINE queueing solver
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Exact parametric sensitivity, following Trivedi and Bobbio (2017), Sec. More...
#include <line/api/sym/sym_engine.h>
Public Attributes | |
| std::vector< std::string > | pi |
| Stationary distribution. | |
| std::vector< std::string > | dpi |
| Derivative of the distribution with respect to theta. | |
| std::string | Er |
| Mean reward, empty if no reward was given. | |
| std::string | S |
| Unscaled sensitivity d(E[r])/dtheta, Eq. (9.79). | |
| std::string | SS |
| Scaled sensitivity (theta/E[r]) d(E[r])/dtheta, Eq. (9.80). | |
| bool | hasReward = false |
| Whether Er, S and SS were computed. | |
Exact parametric sensitivity, following Trivedi and Bobbio (2017), Sec.
9.7.
As in @SolverCTMC/getSensitivity.m, dr/dtheta is taken to be zero: a reward whose rates themselves depend on theta needs the second term of Eq. (9.83) and is not covered here.
Definition at line 62 of file sym_engine.h.
| std::vector<std::string> line::sym::SymSensitivity::dpi |
Derivative of the distribution with respect to theta.
Definition at line 64 of file sym_engine.h.
Referenced by line::sym::SageRestEngine::ctmcSensitivity().
| std::string line::sym::SymSensitivity::Er |
Mean reward, empty if no reward was given.
Definition at line 65 of file sym_engine.h.
Referenced by line::sym::SageRestEngine::ctmcSensitivity().
| bool line::sym::SymSensitivity::hasReward = false |
Whether Er, S and SS were computed.
Definition at line 68 of file sym_engine.h.
Referenced by line::sym::SageRestEngine::ctmcSensitivity().
| std::vector<std::string> line::sym::SymSensitivity::pi |
Stationary distribution.
Definition at line 63 of file sym_engine.h.
Referenced by line::sym::SageRestEngine::ctmcSensitivity().
| std::string line::sym::SymSensitivity::S |
Unscaled sensitivity d(E[r])/dtheta, Eq. (9.79).
Definition at line 66 of file sym_engine.h.
Referenced by line::sym::SageRestEngine::ctmcSensitivity().
| std::string line::sym::SymSensitivity::SS |
Scaled sensitivity (theta/E[r]) d(E[r])/dtheta, Eq. (9.80).
Definition at line 67 of file sym_engine.h.
Referenced by line::sym::SageRestEngine::ctmcSensitivity().