Package jline.solvers.ssa

Class MLMC

java.lang.Object

jline.solvers.ssa.MLMC

public final class MLMC
extends Object

Terminal vector-reward MLMC with split coupling (Anderson--Higham 1107.2181). Pilots are discarded; production counts are fixed independently of production. The auxiliary process and rewards must be defined on signed leap states.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	MLMC.Options
static final class	MLMC.Problem
static final class	MLMC.Result

Method Summary

Modifier and Type	Method	Description
static MLMC.Result	estimate(MLMC.Problem p, double time, MLMC.Options options)

Methods inherited from class java.lang.Object

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

Method Details

estimate

public static MLMC.Result estimate(MLMC.Problem p,
 double time,
 MLMC.Options options)