SGSolve
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Class for solving stochastic games. More...
#include <sgsolver_pencilsharpening.hpp>
Public Member Functions | |
SGSolver_PencilSharpening () | |
Default constructor. | |
SGSolver_PencilSharpening (const SGEnv &_env, const SGGame &_game) | |
Constructor. More... | |
~SGSolver_PencilSharpening () | |
Destructor. | |
void | solve () |
Solve routine. More... | |
const SGSolution_PencilSharpening & | getSolution () const |
Private Attributes | |
const SGEnv & | env |
SGEnv object to hold parameters. | |
const SGGame & | game |
Constant reference to the game to be solved. | |
SGSolution_PencilSharpening | soln |
SGSolution object used by SGApprox to store data. | |
Class for solving stochastic games.
This class implements the pencil-sharpening algorithm of Abreu, Brooks, and Sannikov (2016). It contains parameters for the algorithm, the solve method, as well as the data structure produced by solve. It calculates the equilibrium payoff correspondence corresponding to an SGGame object.
Constructor.
Creates a new SGSolver object and initializes it with the given game.
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inline |
Returns a constant reference to the SGSolution object storing the output of the computation.
void SGSolver_PencilSharpening::solve | ( | ) |
Solve routine.
Initializes a new SGApproximation object and iteratively generates it until one of the stopping criteria have been met. Stores progress in the data member.