sgsimulator.hpp

// This file is part of the SGSolve library for stochastic games
// Copyright (C) 2016 Benjamin A. Brooks
// 
// SGSolve free software: you can redistribute it and/or modify it
// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// 
// SGSolve is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// General Public License for more details.
// 
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see
// <http://www.gnu.org/licenses/>.
// 
// Benjamin A. Brooks
// ben@benjaminbrooks.net
// Chicago, IL
 
#ifndef _SGSIMULATOR_HPP
#define _SGSIMULATOR_HPP
 
#include "sgsolution_pencilsharpening.hpp"
#include <chrono>
#include <random>
#include <utility>
 
 
 
class SGSimulator
{
  typedef pair< list<SGIteration_PencilSharpening>::const_iterator, double > transitionPair;
 
private:
  const SGSolution_PencilSharpening & soln;
 
  list<SGIteration_PencilSharpening>::const_iterator startOfLastRev;
 
 
  vector< vector< list<transitionPair> > > transitionTable;
 
 
  vector< vector<int> > actionDistr;
  vector<int> tupleDistr;
  vector<int> stateDistr;
 
  int numSim;
  int numIter;
 
  bool logFlag;
 
  double weightTol;
 
  std::stringstream ss;
 
  std::stringstream transitionTableSS;
  
public:
  SGSimulator(const SGSolution_PencilSharpening & _soln): 
    soln(_soln), logFlag(false), weightTol(1e-4)
  {}
 
  const vector< vector<int> > getActionDistr() const { return actionDistr; }
  const vector<int> getStateDistr() const { return stateDistr; } 
  const vector<int> getTupleDistr() const { return tupleDistr; }
  int getStartOfLastRev() const { return startOfLastRev->getIteration(); }
  int getNumIter() const { return numIter; } 
 
  void setLogFlag(bool newFlag) { logFlag = newFlag; };
 
  const std::stringstream & getStringStream() const {return ss;}
  const std::stringstream & getTransitionTableStringStream() const
  {return transitionTableSS;}
 
  void initialize ();
 
  void simulate(int _numSim, int _numIter, int initialState, int initialTuple);
 
  SGPoint getLongRunPayoffs()
  {
    SGPoint payoffs(0.0,0.0);
    for (int state = 0; 
     state < soln.getGame().getNumStates(); 
     state++)
      {
    for (int action = 0;
         action < soln.getGame().getNumActions_total()[state];
         action++)
      {
        payoffs += (1.0*actionDistr[state][action])/(1.0*numIter*numSim)
          * soln.getGame().getPayoffs()[state][action];
      }
      } // state
 
    return payoffs;
  }
 
}; // SGSimulator
 
#endif