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Sethi with uniform noise, logistic map

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cboettig committed Jun 20, 2012
1 parent eb78dee commit 31fa08ec2f8a4801a1c447c7a875711415cf9a11
Showing with 102 additions and 177 deletions.
  1. +1 −1 inst/examples/Sethi.Rmd
  2. +88 −165 inst/examples/
  3. +13 −11 inst/examples/value_of_information.Rmd
@@ -102,7 +102,7 @@ In the Sethi case, computing the distribution over multiple sources of noise is
``` {r parallel}
-sfInit(parallel=TRUE, cpu=4)
+sfInit(parallel=TRUE, cpu=16)
SDP_Mat <- SDP_by_simulation(f, pars, x_grid, h_grid, z_g, z_m, z_i, reps=1e5)
Note that `SDP_Mat` is specified from the calculation above, as are our grids and our profit function. `OptTime` is the stopping time. `xT` specifies a boundary condition at the stopping time. A reward for meeting this boundary must be specified for it to make any difference. `delta` indicates the economic discount rate. Again, details are in the function documentation.
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