public DistributionCalculator(BinomialTree model, QSpace qSpace, double q0, double rMin, double rMax, int nbStepsR, double sigmaMin, double sigmaMax, int nbStepsSigma) { m_model = model; m_qSpace = qSpace; m_q0 = q0; m_nbStepsR = nbStepsR; m_nbStepsSigma = nbStepsSigma; m_configurationSpace = new Tuple <double, double> [nbStepsR][]; var deltaR = (rMax - rMin) / m_nbStepsR; var deltaSigma = (sigmaMax - sigmaMin) / m_nbStepsSigma; for (int iR = 0; iR < m_nbStepsR; iR++) { m_configurationSpace[iR] = new Tuple <double, double> [m_nbStepsSigma]; for (int jSigma = 0; jSigma < m_nbStepsSigma; jSigma++) { m_configurationSpace[iR][jSigma] = new Tuple <double, double>(rMin + iR * deltaR, sigmaMin + jSigma * deltaSigma); } } m_results = new Tuple <double, double> [m_nbStepsR][]; for (int iR = 0; iR < m_nbStepsR; iR++) { m_results[iR] = new Tuple <double, double> [m_nbStepsSigma]; } }
public OptimalController(IStochModel model, QSpace qSpace) { m_model = model; m_qSpace = qSpace; m_QMax = qSpace.QMax; m_QMin = qSpace.QMin; m_qMax = qSpace.DeltaQMax; m_qMin = qSpace.DeltaQMin; m_dQ = qSpace.Dq; m_nbStepsQ = qSpace.NbStepsQ; }
public DistributionCalculator(BinomialTree model, QSpace qSpace, double q0) { new DistributionCalculator(model, qSpace, q0, model.R, model.R, 1, model.Sigma, model.Sigma, 1); }