/// <summary>
/// Adds a condition state
/// </summary>
/// <param name="eta">Eta</param>
/// <param name="beta">Beta</param>
/// <param name="errorMessage">out Error message</param>
/// <returns>Created condition state object, null on failure</returns>
/// <remarks>Attention! Condition states must be added in order</remarks>
public WeibullMarkovConditionState AddConditionState(Double eta, Double beta, Double doNothCos, Double T, Double f, Double ff, out String errorMessage)
{
Boolean ok = true;
errorMessage = null;
if (eta <= 0.0)
{
ok = false;
errorMessage = "The scale (Eta) parameter must be positive.";
}
if (ok && beta <= 0.0)
{
ok = false;
errorMessage = "The slope (Beta) parameter must be positive.";
}
if (ok && NumStates <= 0)
{
ok = false;
errorMessage = "The number of states for the model has not been set or was set as a negative number.";
}
if (ok && NumActions <= 0)
{
ok = false;
errorMessage = "The number of actions for the model has not been set or was set as a negative number.";
}
if (ok && States != null && States.Count >= NumStates)
{
ok = false;
errorMessage = "Attempt has been made to add a condition state above the declared number " + NumStates.ToString();
}
if (ok)
{
if (States == null)
{
States = new List <WeibullMarkovConditionState>();
}
WeibullMarkovConditionState state = new WeibullMarkovConditionState(eta, beta, doNothCos, T, f, ff);
state.Number = States.Count + 1; // States must be added in their natural order: 1, 2, 3, etc.
States.Add(state);
return(state);
}
return(null);
}
/// <summary>
/// Solves Markov Decision Model (MDM)
/// </summary>
/// <param name="numYears">Planning horizon for the optimal policy (number of years to look ahead for)</param>
/// <param name="numIter">out Number of iterations run</param>
/// <param name="errorMessage">out Error message</param>
/// <param name="failCostOverridden">out True if failure cost was overridden</param>
/// <param name="failureCost">out Estimated or overriding value of the failure cost</param>
/// <returns>True on success, False on failure</returns>
public Boolean Solve(Int32 numYears, out Int32 numIter, out Boolean failCostOverridden, out Double failureCost, out String errorMessage)
{
Boolean ok = true;
numIter = 0;
errorMessage = null;
failCostOverridden = false;
failureCost = FailureCost;
Log.InfoFormat("Solving Weibull-Markov Decision model - started. Planning horizon: {0}", numYears);
try
{
Log.Info("Resetting.");
_discFactor = 1.0 / (1.0 + DiscRate / 100.0);
Log.InfoFormat("Discounting factor: {0}", _discFactor);
FailureCostUsedInPolicy = null;
ResetSolution();
Int32 NS = States.Count;
Boolean noChange = true;
Log.InfoFormat("Checking inputs");
// Checking inputs
for (Int32 i = NS - 1; i >= 0; i--)
{
WeibullMarkovConditionState state = States[i];
if (state == null)
{
String err = String.Format("Slot number {0} (zero-based) in the condition state list is null or empty.", i);
throw new Exception(err);
}
if (i == NS - 1 && (state.Actions == null || state.Actions.Count < 1))
{
String err = String.Format("Last condition state (state number {0}) has no actions specified for it other than Do Nothing.", state.Number);
throw new Exception(err);
}
if (state.Beta == 1.0 || state.ff == 0.0)
{
Double f = Weibull.OneYearFailure(state.Eta, state.Beta, 1.0);
if (f <= 0.0)
{
String err = String.Format("No optimal solution can be found for condition state {0} because its failure probability is constant over time and equals zero or remains negligibly small.", state.Number);
throw new Exception(err);
}
}
}
Log.InfoFormat("Main iteration cycle - started");
Log.InfoFormat("Nummber of condition states: {0}", NS);
do
{
noChange = true;
numIter++;
Log.InfoFormat("Iteration: {0}", numIter);
for (Int32 i = NS - 1; i >= 0; i--)
{
WeibullMarkovConditionState state = States[i];
Log.InfoFormat("Iter: {0}\tCondition state: {1}\t{2}\tEta={3}\tBeta={4}\tdfdt({5})={6}",
numIter, state.Number, (i == NS - 1) ? "(last state)" : String.Empty, state.Eta, state.Beta, state.T, state.ff);
Log.InfoFormat("Iter: {0}\tCondition state: {1}\tNumber of actions: {2}", numIter, state.Number, state.Actions == null ? 0 : state.Actions.Count);
Int32 minCostActionNumber = -1;
Double minActionShadowCost = -1.0;
// Compute shadow costs for the actions and find the action with the minimum shadow cost
if (state.Actions != null && state.Actions.Count > 0)
{
foreach (WeibullMarkovAction action in state.Actions)
{
if (action.IsApplicable)
{
Double shCost = action.Cost;
for (Int32 j = 0; j < action.TranProb.Length; j++)
{
Double frac = action.TranProb[j];
shCost += _discFactor * frac * States[j].ShadowCost;
}
action.AssignShadowCost(shCost);
Log.InfoFormat("Iter: {0}\tCondition state: {1}\tAction: {2}\tAgency cost: {3:f2}\tShadow cost: {4:f2}",
numIter, state.Number, action.Number, action.Cost, action.ShadowCost);
if (minCostActionNumber < 0 || Math.Round(minActionShadowCost, 2) > Math.Round(shCost, 2))
{
minCostActionNumber = action.Number;
minActionShadowCost = shCost;
}
}
}
}
Log.InfoFormat("Iter: {0}\tCondition state: {1}\tMinShadowCostAction: {2}\tMinActionShadowCost: {3:f2}\tDo-Nothing direct (agency) cost: {4:f2}",
numIter,
state.Number,
minCostActionNumber,
minActionShadowCost,
state.DoNothingCost);
if (i == NS - 1) // If it is the last condition state
{
Log.InfoFormat("Iter: {0}\tLast state processing", numIter);
if (!this.FailCostEstimate)
{
Double d = Weibull.ShadowCostAtAgeZero(state.Eta, state.Beta, FailureCost, _discFactor, out state.ShadowCostStreamLength, ref state.ShadowCostStream, out errorMessage);
Log.InfoFormat("Iter: {0}\tLast state processing\tDN-ShadowCost-in-Year-One: {1} - computed", numIter, d);
if (d < 0.0)
{
throw new Exception(errorMessage);
}
d += state.DoNothingCost;
if (d < minActionShadowCost && 0 < minCostActionNumber && FailCostOverride)
{
d = minActionShadowCost + 0.01;
failCostOverridden = true;
Log.InfoFormat("Iter: {0}\tLast state processing\tDN-ShadowCost-in-Year-One: {1} - as to override", numIter, d);
}
else
{
Log.InfoFormat("Iter: {0}\tLast state processing\tDN-ShadowCost-in-Year-One: {1} - as computed", numIter, d);
}
state.AssignDoNothingShadowCostAgeZero(d);
}
else
{
Double d = minActionShadowCost + 0.01;
state.AssignDoNothingShadowCostAgeZero(d);
Log.InfoFormat("Iter: {0}\tLast state processing\tDN-ShadowCost-in-Year-One: {1} - estimated", numIter, d);
}
}
else // ..., i.e. if it is NOT the last state
{
Double d = Weibull.ShadowCostAtAgeZero(state.Eta, state.Beta, States[i + 1].ShadowCost, _discFactor, out state.ShadowCostStreamLength, ref state.ShadowCostStream, out errorMessage);
d += state.DoNothingCost;
state.AssignDoNothingShadowCostAgeZero(d);
Log.InfoFormat("Iter: {0}\tCondition state: {1}\tDN-ShadowCost-in-Year-One: {2} - as computed", numIter, state.Number, d);
}
if (minCostActionNumber > 0)
{
state.AssignMinShadowCostAction(minCostActionNumber);
}
// Assign action that has the minimum shadow cost (including do nothing)
if (minCostActionNumber < 0 || state.DoNothingShadowCostAgeZero < minActionShadowCost)
{
state.AssignAction(0);
}
else
{
state.AssignAction(minCostActionNumber);
}
Log.InfoFormat("Iter: {0}\tCondition state: {1}\tAssigned action: {2}\tShadow cost: {3}", numIter, state.Number, state.AssignedAction, state.ShadowCost);
noChange = noChange && state.NoChange;
Log.InfoFormat("Iter: {0}\tCondition state: {1}\tConvergence achieved: {2}", numIter, state.Number, noChange);
}
} while (!noChange && numIter <= _maxIter);
Log.InfoFormat("Main iteration cycle ended. Converted: {0}. Iterations run: {1}", noChange, numIter);
if (!noChange)
{
String err = String.Format("Conversion of the main iteration cycle has not been achieved after {0} iterations.", numIter);
throw new Exception(err);
}
if (FailCostEstimate || failCostOverridden)
{
Log.InfoFormat("Calculating the failure cost.");
WeibullMarkovConditionState lastS = States[NS - 1];
if (lastS.ff == 0.0 || lastS.Beta == 1.0)
{
// f cannot be zero because it has been checked against it in the beginning
Double f = Weibull.OneYearFailure(lastS.Eta, lastS.Beta, 1.0);
Double d = lastS.DoNothingShadowCostAgeZero - lastS.DoNothingCost;
failureCost = d * (1.0 - _discFactor * (1.0 - f)) / f;
// we are done because f does not change over time
Log.InfoFormat("For constant deterioration rate failure cost is: {0:f2}", failureCost);
}
else
{
if (!FailCostEstimate)
{
failureCost = FailureCost; // Use user's input as the first approximation
}
else //..., i.e. if it has to be calculated from scratch (FailCostEstimate==True)
{
Double f = Weibull.OneYearFailure(lastS.Eta, lastS.Beta, 1.0);
// To calculate the first approximation we use 1% of failure if actual fialure probability is
// less than 0.01 at age zero (in year 1)
f = Math.Max(f, 0.01);
Double d = lastS.DoNothingShadowCostAgeZero - lastS.DoNothingCost;
failureCost = d * (1.0 - _discFactor * (1.0 - f)) / f;
}
Log.InfoFormat("Failure cost approximation: {0:f2}", failureCost);
// Make sure that the crude estimate of failure cost delivers tangible (i.e. >=0.01) cost at age zero (year 1).
Double ageZeroCost = 0.0;
Int32 n = 0;
while (n < _maxIter)
{
ageZeroCost = Weibull.ShadowCostAtAgeZero(lastS.Eta, lastS.Beta, failureCost, _discFactor, out lastS.ShadowCostStreamLength, ref lastS.ShadowCostStream, out errorMessage);
if (ageZeroCost < 0.0)
{
throw new Exception(errorMessage);
}
if (Math.Round(ageZeroCost, 3) <= 0.005) // If we are loosing precision multiply failure cost by 10 and try again
{
failureCost *= 10.0;
}
else
{
break;
}
n++;
Log.InfoFormat("Failure cost approximation iteration {0}. Shadow cost at age zero if approximated failure cost used: {0}", n, ageZeroCost);
}
if (n >= _maxIter)
{
String err = String.Format("Failure cost could not be estimated after {0} iterations.", n);
throw new Exception(err);
}
// From this moment on we do not pay attention to the direct do-nothing cost and compare only their
// shadow-cost (i.e. failure-cost related components).
// Adjsut it making use of linearity
Log.InfoFormat("Shadow cost at age-zero - used by the policy: {0:f2}", lastS.DoNothingShadowCostAgeZero);
Log.InfoFormat("Failure-related shadow cost at age-zero - used by the policy: {0:f2}", lastS.DoNothingShadowCostAgeZero - lastS.DoNothingCost);
failureCost *= (lastS.DoNothingShadowCostAgeZero - lastS.DoNothingCost);
failureCost /= ageZeroCost;
Log.InfoFormat("Adjusted failure cost: {0:f2}", failureCost);
ageZeroCost = Weibull.ShadowCostAtAgeZero(lastS.Eta, lastS.Beta, failureCost, _discFactor, out lastS.ShadowCostStreamLength, ref lastS.ShadowCostStream, out errorMessage);
Log.InfoFormat("Failure-related shadow cost at age zero - adjusted: {0:f2}", ageZeroCost);
if (ageZeroCost < 0.0)
{
throw new Exception(errorMessage);
}
if (Math.Round(ageZeroCost, 2) != Math.Round(lastS.DoNothingShadowCostAgeZero, 2))
{
Log.WarnFormat("Computed failure cost ({0:f2}) does not deliver the required shadow cost in year one ({1:f2}). The value it delivers is {2:f2}",
failureCost, lastS.DoNothingShadowCostAgeZero, ageZeroCost);
}
}
}
Log.InfoFormat("Generating policy - started.");
FailureCostUsedInPolicy = failureCost;
Log.InfoFormat("Failure cost used: {0}", FailureCostUsedInPolicy);
Log.InfoFormat("Alpha-adjusted failure cost used: {0}", FailureCostUsedInPolicy * _discFactor);
for (Int32 j = 0; j < NS; j++)
{
WeibullMarkovConditionState state = States[j];
state.Recommendations.Clear();
Double dTarget = (j == NS - 1) ? FailureCostUsedInPolicy.Value : States[j + 1].DoNothingShadowCostAgeZero;
dTarget *= _discFactor;
Log.InfoFormat("Condition state: {0}\tTargetCost: {1}", state.Number, state.ff >= 0.0 ? dTarget : 0.0);
Int32 yMax = Math.Min(numYears, state.ShadowCostStreamLength);
// The first pass is to establish yMax, the second one is to add recommendations
for (Int32 iPass = 0; iPass < 2; iPass++)
{
for (Int32 y = 0; y < yMax; y++)
{
Double d = state.ShadowCostStream[y];
Int32 A = 0;
Double B = 0.0;
if (0 < state.MinShadowCostAction && Math.Round(d + state.DoNothingCost - state.MinActionShadowCost, 2) >= 0.01)
{
A = state.MinShadowCostAction;
B = Math.Round(d - state.MinActionShadowCost, 2);
}
if (iPass > 0)
{
WeibullMarkovStatePolicyRecommendation R = new WeibullMarkovStatePolicyRecommendation(y + 1, A, B);
state.Recommendations.Add(R);
}
Log.InfoFormat("Pass: {7}\tState: {0}\tYear={1,3:d}\tShC={2,9:f2}\tMinAct={3,3}\tMinActShC={4,9:f2}\tActRec={5}\tUnitBenf={6,9:f2}",
state.Number, y + 1, d, state.MinShadowCostAction, state.MinActionShadowCost, A, B, iPass);
if (state.ff == 0.0 || state.Beta == 1.0)
{
yMax = 1;
break;
}
if (iPass == 0 && A == 0 && state.ff >= 0.0 && y == yMax - 1)
{
// If f-probability is growing but it is still do nothing in year yMax then cut it at the first year;
yMax = 1;
break;
}
// Saturation conditions
if (iPass == 0 && y > 0 && state.ff >= 0.0 && Math.Round(d, 2) >= Math.Round(dTarget, 2))
{
yMax = A == 0 ? 1 : y + 1;
break;
}
if (iPass == 0 && y > 0 && state.ff < 0.0 && Math.Round(d, 2) <= 0.0)
{
yMax = y + 1;
break;
}
if (iPass == 0 && A == 0 && state.ff <= 0.0)
{
yMax = y + 1;
break; // If f-probability is decreasing and it is do-nothing in year Y then it can only be do-nothing later
}
}
}
}
Log.InfoFormat("Generating policy - ended.");
}
catch (Exception ex)
{
errorMessage = ex.Message;
ok = false;
Log.Error(errorMessage);
}
Log.InfoFormat("Solving Weibull-Markov Decision model - ended. OK={0}", ok);
return(ok);
}
/// <summary>
/// Constructs an object from XML element
/// </summary>
/// <param name="xml">XML element</param>
/// <param name="errorMessage">out Error message</param>
/// <returns>Constructed element, null on failure</returns>
public static WeibullMarkovModel FromXmlElement(XmlElement xml, out String errorMessage)
{
WeibullMarkovModel model = null;
errorMessage = null;
try
{
if (xml.Name != WEIBULL_MARKOV_MODEL)
{
throw new Exception("A <" + WEIBULL_MARKOV_MODEL + "...> XML element expected");
}
model = new WeibullMarkovModel(0, 0, true, null, false, 0.0);
String numStates = xml.GetAttribute(_NUM_STATES);
if (String.IsNullOrEmpty(numStates))
{
throw new Exception("The '" + _NUM_STATES + "' attribute is missing in the WEIBULL-MARKOV-MODEL XML element");
}
model.NumStates = Int32.Parse(numStates);
String numActions = xml.GetAttribute(_NUM_ACTIONS);
if (String.IsNullOrEmpty(numActions))
{
throw new Exception("The '" + _NUM_ACTIONS + "' attribute is missing in the WEIBULL-MARKOV-MODEL XML element");
}
model.NumActions = Int32.Parse(numActions);
String failCostEstimate = xml.GetAttribute(_FAIL_COST_ESTIMATE);
if (String.IsNullOrEmpty(failCostEstimate))
{
throw new Exception("The '" + _FAIL_COST_ESTIMATE + "' attribute is missing in the WEIBULL-MARKOV-MODEL XML element");
}
model.FailCostEstimate = failCostEstimate == "1" || failCostEstimate.ToUpper() == "Y";
String discRatePct = xml.GetAttribute(_DISCOUNT_RATE_PCT);
model.DiscRate = Double.Parse(discRatePct);
model._discFactor = 1.0 / (1.0 + model.DiscRate / 100.0);
if (!model.FailCostEstimate)
{
String failCost = xml.GetAttribute(_FAIL_COST_VALUE);
if (String.IsNullOrEmpty(failCost))
{
throw new Exception("The '" + _FAIL_COST_VALUE + "' attribute is missing in the WEIBULL-MARKOV-MODEL XML element");
}
model.FailureCost = Double.Parse(failCost);
String failCostOverride = xml.GetAttribute(_FAIL_COST_OVERRIDE);
if (String.IsNullOrEmpty(failCostOverride))
{
throw new Exception("The '" + _FAIL_COST_OVERRIDE + "'attribute is missing in the WEIBULL-MARKOV-MODEL XML element");
}
model.FailCostOverride = failCostOverride == "1" || failCostOverride.ToUpper() == "Y";
}
String failCostPolicy = xml.GetAttribute(_FAIL_COST_POLICY);
if (!String.IsNullOrEmpty(failCostPolicy))
{
model.FailureCostUsedInPolicy = Double.Parse(failCostPolicy);
}
String numKeys = xml.GetAttribute(_NUM_KEYS);
if (!String.IsNullOrEmpty(numKeys))
{
Int32 n = Int32.Parse(numKeys);
if (n > 0)
{
String[] keys = model.AllocateKeys(n, out errorMessage);
if (keys == null)
{
throw new Exception(errorMessage);
}
}
}
if (xml.HasChildNodes)
{
foreach (XmlNode n1 in xml.ChildNodes)
{
if (n1.Name == _CONDITION_STATES)
{
model.States = null;
model.States = new List <WeibullMarkovConditionState>(model.NumStates);
for (Int32 i = 0; i < model.NumStates; i++)
{
model.States.Add(null); // We reserve slots in the list so that the states were always going in order of their numbers in the list
}
if (n1.HasChildNodes)
{
foreach (XmlNode n2 in n1.ChildNodes)
{
if (n2.Name == WeibullMarkovConditionState.CONDITION_STATE)
{
WeibullMarkovConditionState state = WeibullMarkovConditionState.FromXmlElement(n2 as XmlElement, out errorMessage);
if (state == null)
{
throw new Exception(errorMessage);
}
if (state.Number < 1 || state.Number > model.NumStates)
{
String err = String.Format("The number of the condition state ({0}) is out of range (1 - {1})", state.Number, model.NumStates);
throw new Exception(err);
}
model.States[state.Number - 1] = state;
}
}
}
}
else if (n1.Name == _KEYS && model.Keys != null && model.Keys.Length > 0)
{
if (n1.HasChildNodes)
{
foreach (XmlNode n2 in n1.ChildNodes)
{
if (n2.Name == _KEY)
{
String number = (n2 as XmlElement).GetAttribute(_NUMBER);
if (!String.IsNullOrEmpty(number))
{
throw new Exception("'" + _NUMBER + "' attribute missing in the <" + _KEY + " ...> XML element.");
}
String val = (n2 as XmlElement).GetAttribute(_VALUE);
if (!String.IsNullOrEmpty(val))
{
throw new Exception("'" + _VALUE + "' attribute missing in the <" + _KEY + " ...> XML element.");
}
Int32 num = Int32.Parse(number);
if (num < 1 || model.Keys.Length < num)
{
throw new Exception(String.Format("Key number {0} is outof range (1 - {1}).", num, model.Keys.Length));
}
model.Keys[num - 1] = val;
}
}
}
}
}
}
}
catch (Exception ex)
{
errorMessage = ex.Message;
model = null;
}
return(model);
}
/// <summary>
/// Constructs an object from the XML element
/// </summary>
/// <param name="xml">XML element</param>
/// <param name="errorMessage">out Error message</param>
/// <returns>Constructed object, null on failure</returns>
public static WeibullMarkovConditionState FromXmlElement(XmlElement xml, out String errorMessage)
{
WeibullMarkovConditionState state = null;
errorMessage = null;
try
{
if (xml.Name != CONDITION_STATE)
{
throw new Exception("A <" + CONDITION_STATE + " ...> XML element expected.");
}
state = new WeibullMarkovConditionState(0.0, 0.0);
String number = xml.GetAttribute(_NUMBER);
if (number == null)
{
throw new Exception("The '" + _NUMBER + "' attribute is missing in the State XML element");
}
state.Number = Int32.Parse(number);
String eta = xml.GetAttribute(_ETA);
if (eta == null)
{
throw new Exception("The '" + _ETA + "' attribute is missing in the State XML element");
}
state.Eta = Double.Parse(eta);
String beta = xml.GetAttribute(_BETA);
if (beta == null)
{
throw new Exception("The '" + _BETA + "' attribute is missing in the State XML element");
}
state.Beta = Double.Parse(beta);
String doNothCost = xml.GetAttribute(_DO_NOTHING_COST);
if (!String.IsNullOrEmpty(doNothCost))
{
state.DoNothingCost = Double.Parse(doNothCost);
}
String tTabulated = xml.GetAttribute(_T_TABULATED);
if (!String.IsNullOrEmpty(tTabulated))
{
state.T = Double.Parse(tTabulated);
}
String f = xml.GetAttribute(_F_PROB_AT_T);
if (!String.IsNullOrEmpty(f))
{
state.f = Double.Parse(f);
}
String ff = xml.GetAttribute(_DFDT_AT_T);
if (!String.IsNullOrEmpty(ff))
{
state.ff = Double.Parse(ff);
}
String at50 = xml.GetAttribute(_T50);
if (!String.IsNullOrEmpty(at50))
{
state.t50 = Double.Parse(at50);
String at9x = xml.GetAttribute(_T9X);
String ax = xml.GetAttribute(_X);
if (!String.IsNullOrEmpty(at9x) && !String.IsNullOrEmpty(ax))
{
state.t9X = Double.Parse(at9x);
state.x = ax;
}
}
if (xml.HasChildNodes)
{
foreach (XmlNode n in xml.ChildNodes)
{
if (n.Name == _ACTIONS)
{
if (n.HasChildNodes)
{
foreach (XmlNode n1 in n.ChildNodes)
{
if (n1.Name == WeibullMarkovAction.ACTION)
{
WeibullMarkovAction action = WeibullMarkovAction.FromXmlElement(n1 as XmlElement, out errorMessage);
if (action == null)
{
throw new Exception(errorMessage);
}
state.Actions.Add(action);
}
}
}
}
if (n.Name == _POLICY)
{
foreach (XmlNode n2 in n.ChildNodes)
{
if (n2.Name == WeibullMarkovStatePolicyRecommendation.RECOMMENDATION)
{
WeibullMarkovStatePolicyRecommendation rec = WeibullMarkovStatePolicyRecommendation.FromXmlElement(n2 as XmlElement, out errorMessage);
if (rec == null)
{
throw new Exception(errorMessage);
}
state.Recommendations.Add(rec);
}
}
}
}
}
}
catch (Exception ex)
{
errorMessage = ex.Message;
state = null;
}
return(state);
}