LINE Solver
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rewardModel_basic.m
1%% Example: Using setReward for reward-based CTMC analysis
2% This example demonstrates the setReward feature for defining custom
3% reward functions on a queueing network model and computing steady-state
4% expected rewards using the CTMC solver.
5%
6% Copyright (c) 2012-2026, Imperial College London
7% All rights reserved.
8
9clear; clc;
10
11%% Model Definition
12% Create a simple M/M/1/K queue with finite buffer
13
14model = Network('RewardExample');
15
16% Block 1: nodes
17source = Source(model, 'Source');
18queue = Queue(model, 'Queue', SchedStrategy.FCFS);
19sink = Sink(model, 'Sink');
20
21% Set finite buffer capacity
22queue.setNumberOfServers(1);
23queue.setCapacity(3); % Maximum jobs in the system
24
25% Block 2: job classes
26oclass = OpenClass(model, 'Class1');
27source.setArrival(oclass, Exp(2)); % Arrival rate = 2
28queue.setService(oclass, Exp(3)); % Service rate = 3 (utilization ~ 0.67)
29
30% Block 3: topology
31model.link(Network.serialRouting(source,queue,sink));
32
33%% Define Reward Functions
34% setReward(name, rewardFn) where rewardFn uses RewardState for clear state access
35% The new API provides intuitive methods: state.at(node, class), state.at(node).total(), etc.
36
37% Reward 1: Queue length (number of jobs in the queue)
38% Old way: state(2) - unclear what state(2) means
39% New way: state.at(queue, oclass) - clear reference to queue and class
40model.setReward('QueueLength', @(state) state.at(queue, oclass));
41
42% Reward 2: Utilization (1 if server busy, 0 if idle)
43% Using Reward template for clarity
44model.setReward('Utilization', Reward.utilization(queue, oclass));
45
46% Reward 3: Blocking indicator (1 if buffer full, 0 otherwise)
47% Using Reward template for common metric
48model.setReward('BlockingProb', Reward.blocking(queue));
49
50% Reward 4: Weighted queue cost (quadratic penalty for long queues)
51% Custom reward using state accessor
52model.setReward('QueueCost', @(state) state.at(queue, oclass)^2);
53
54%% Solve with CTMC Solver
55fprintf('Solving with CTMC solver...\n\n');
56
57options = Solver.defaultOptions;
58options.verbose = 1;
59
60solver = CTMC(model, options);
61
62%% Get Steady-State Expected Rewards
63[R, names] = solver.getAvgReward();
64
65fprintf('\n=== Steady-State Expected Rewards ===\n');
66for i = 1:length(names)
67 fprintf('%15s: %.6f\n', names{i}, R(i));
68end
69
70%% Get Transient Reward Analysis
71% Get full reward trajectories over time
72[t, V, names, stateSpace] = solver.getReward();
73
74fprintf('\n=== State Space ===\n');
75fprintf('Number of states: %d\n', size(stateSpace, 1));
76fprintf('State dimensions: %d\n', size(stateSpace, 2));
77
78%% Plot Reward Convergence
79figure('Name', 'Reward Convergence', 'Position', [100 100 800 600]);
80
81nRewards = length(names);
82for r = 1:nRewards
83 subplot(2, 2, r);
84
85 % Plot mean reward rate over time (averaged over all initial states)
86 meanReward = mean(V{r}, 2); % Average over states
87
88 % Compute reward rate (reward per unit time)
89 rewardRate = zeros(length(t), 1);
90 for k = 2:length(t)
91 rewardRate(k) = meanReward(k) / t(k);
92 end
93
94 plot(t(2:end), rewardRate(2:end), 'LineWidth', 1.5);
95 hold on;
96 yline(R(r), 'r--', 'LineWidth', 1.5);
97 hold off;
98
99 xlabel('Time');
100 ylabel('Expected Reward Rate');
101 title(sprintf('%s (Steady-state: %.4f)', names{r}, R(r)));
102 legend('Transient', 'Steady-state', 'Location', 'best');
103 grid on;
104end
105
106sgtitle('Convergence of Reward Functions to Steady-State');
107
108%% Compare with Analytical Results for M/M/1/K
109fprintf('\n=== Comparison with M/M/1/K Analytical Results ===\n');
110
111lambda = 2; % Arrival rate
112mu = 3; % Service rate
113rho = lambda / mu;
114K = 10; % Buffer capacity
115
116% For M/M/1/K queue, steady-state probabilities:
117% pi(n) = (1-rho) * rho^n / (1 - rho^(K+1))
118if rho ~= 1
119 pi = zeros(K+1, 1);
120 for n = 0:K
121 pi(n+1) = (1 - rho) * rho^n / (1 - rho^(K+1));
122 end
123else
124 pi = ones(K+1, 1) / (K+1);
125end
126
127% Analytical expected queue length
128L_analytical = sum((0:K)' .* pi);
129
130% Analytical utilization (P(server busy) = 1 - pi(0))
131U_analytical = 1 - pi(1);
132
133% Analytical blocking probability = pi(K)
134B_analytical = pi(end);
135
136% Analytical queue cost (E[N^2])
137Cost_analytical = sum(((0:K).^2)' .* pi);
138
139fprintf('%15s: LINE = %.6f, Analytical = %.6f, Error = %.2e\n', ...
140 'QueueLength', R(1), L_analytical, abs(R(1) - L_analytical));
141fprintf('%15s: LINE = %.6f, Analytical = %.6f, Error = %.2e\n', ...
142 'Utilization', R(2), U_analytical, abs(R(2) - U_analytical));
143fprintf('%15s: LINE = %.6f, Analytical = %.6f, Error = %.2e\n', ...
144 'BlockingProb', R(3), B_analytical, abs(R(3) - B_analytical));
145fprintf('%15s: LINE = %.6f, Analytical = %.6f, Error = %.2e\n', ...
146 'QueueCost', R(4), Cost_analytical, abs(R(4) - Cost_analytical));
147
148fprintf('\nExample completed successfully.\n');
Definition mmt.m:92