LINE Solver (C++)
Templated C++ port of the LINE queueing solver
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line::sym::SymSensitivity Struct Reference

Exact parametric sensitivity, following Trivedi and Bobbio (2017), Sec. More...

#include <line/api/sym/sym_engine.h>

Collaboration diagram for line::sym::SymSensitivity:

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.

Detailed Description

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.

Member Data Documentation

◆ dpi

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().

◆ Er

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().

◆ hasReward

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().

◆ pi

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().

◆ S

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().

◆ SS

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().


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