SGSolve
SGSolver_PencilSharpening Class Reference

Class for solving stochastic games. More...

#include <sgsolver_pencilsharpening.hpp>

Collaboration diagram for SGSolver_PencilSharpening:

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_PencilSharpeninggetSolution () const
 

Private Attributes

const SGEnvenv
 SGEnv object to hold parameters.
 
const SGGamegame
 Constant reference to the game to be solved.
 
SGSolution_PencilSharpening soln
 SGSolution object used by SGApprox to store data.
 

Detailed Description

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 & Destructor Documentation

◆ SGSolver_PencilSharpening()

SGSolver_PencilSharpening::SGSolver_PencilSharpening ( const SGEnv _env,
const SGGame _game 
)

Constructor.

Creates a new SGSolver object and initializes it with the given game.

Member Function Documentation

◆ getSolution()

const SGSolution_PencilSharpening& SGSolver_PencilSharpening::getSolution ( ) const
inline

Returns a constant reference to the SGSolution object storing the output of the computation.

◆ solve()

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.


The documentation for this class was generated from the following files: