Package jline.api.sym

Class SymEngine.Sensitivity

java.lang.Object

jline.api.sym.SymEngine.Sensitivity

Enclosing interface:

SymEngine

public static class SymEngine.Sensitivity
extends Object

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.

Field Summary

Fields

Modifier and Type	Field	Description
final List<String>	dpi	Derivative of the stationary distribution with respect to theta
final String	Er	Mean reward, null if no reward was given
final List<String>	pi	Stationary distribution
final String	S	Unscaled sensitivity d(E[r])/dtheta, Eq.
final String	SS	Scaled sensitivity (theta/E[r]) d(E[r])/dtheta, Eq.

Constructor Summary

Constructors

Constructor	Description
Sensitivity(List<String> pi, List<String> dpi, String Er, String S, String SS)

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

pi

public final List<String> pi

Stationary distribution

dpi

public final List<String> dpi

Derivative of the stationary distribution with respect to theta

Er

public final String Er

Mean reward, null if no reward was given

S

public final String S

Unscaled sensitivity d(E[r])/dtheta, Eq. (9.79); null if no reward was given

SS

public final String SS

Scaled sensitivity (theta/E[r]) d(E[r])/dtheta, Eq. (9.80); null if no reward was given

Constructor Details

Sensitivity

public Sensitivity(List<String> pi,
 List<String> dpi,
 String Er,
 String S,
 String SS)