Usage
sequential.dp(n.stages, post.sample, pred.sample, update.state,
term.decisions, term.obs.decisions, cont.decisions,
term.utility.fun, term.obs.utility.fun, cont.utility.fun)
Arguments
n.stages
The number of stages in the sequential decision problem.
post.sample
A function taking a stage, a state and the simulation iteration
count into a random sample from the posterior distribution of the model parameter given the
value of the state when being at the given stage.
pred.sample
A function taking a stage, a list of parameter values and a decision
into a list of random samples from the conditional distributions of the
observable variable at the given stage. The i:th value in the list
returned should be a sample from the predictive distribution
conditioned on the i:th entry in the list of parameter values.
update.state
A function that takes a stage, a state, a decision d and a
list of observations into a list of updated states.
The updated values should be the ones obtained when combining
the observations in order with the original state, given d.
term.decisions
A list the length of which must be equal to n.stages. The
i:th element of the list specifies the terminal decisions available at stage i.
term.obs.decisions
A list the length of which must be equal to n.stages. The
i:th element of the list specifies the terminal observation decisions available at stage i.
cont.decisions
A list the length of which must be equal to n.stages. The
i:th element of the list specifies the continuation decisions available at stage i.
term.utility.fun
A list of terminal utility functions of length equal to
n.stages. Each element of the list should be a function
mapping a pair (d, theta) into to a numeric value, where
d is a decision and theta is a parameter value.
term.obs.utility.fun
A list of terminal utility functions of length equal to
n.stages. Each element of the list should be a function
mapping a triple (d, X, theta) into to a numeric value, where
d is a decision, X is an observation and theta is a parameter value.
cont.utility.fun
A list of terminal utility functions of length equal to
n.stages. Each element of the list should be a function
mapping a pair (d, X) into to a numeric value, where
d is a decision and X is an observation.