Skip to main content

MDP

Struct MDP 

Source
pub struct MDP {
    pub num_states: usize,
    pub num_actions: usize,
    pub transitions: Vec<Vec<Vec<f64>>>,
    pub rewards: Vec<Vec<f64>>,
    pub discount: f64,
}
Expand description

A finite Markov Decision Process (S, A, P, R, γ).

  • num_states: |S|
  • num_actions: |A|
  • transitions[s][a][s']: P(s’ | s, a)
  • rewards[s][a]: R(s, a)
  • discount: γ ∈ [0,1)

Fields§

§num_states: usize

Number of states.

§num_actions: usize

Number of actions.

§transitions: Vec<Vec<Vec<f64>>>

Transition probabilities: transitions[s][a] is a probability vector over next states.

§rewards: Vec<Vec<f64>>

Expected reward: rewards[s][a].

§discount: f64

Discount factor γ ∈ [0,1).

Implementations§

Source§

impl MDP

Source

pub fn new( num_states: usize, num_actions: usize, transitions: Vec<Vec<Vec<f64>>>, rewards: Vec<Vec<f64>>, discount: f64, ) -> Self

Construct a new MDP.

Source

pub fn bellman_operator(&self, v: &[f64]) -> Vec<f64>

Apply the Bellman operator: (TV)(s) = max_a [R(s,a) + γ Σ P(s’|s,a) V(s’)].

Source

pub fn value_iteration(&self, tol: f64, max_iter: usize) -> Vec<f64>

Value iteration: iterate the Bellman operator until convergence.

Source

pub fn policy_improvement(&self, v: &[f64]) -> Vec<usize>

Extract the greedy policy from a value function.

Source

pub fn policy_evaluation( &self, policy: &[usize], tol: f64, max_iter: usize, ) -> Vec<f64>

Policy evaluation: compute V^π for a deterministic policy using iterative updates.

Trait Implementations§

Source§

impl Clone for MDP

Source§

fn clone(&self) -> MDP

Returns a duplicate of the value. Read more
1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
Source§

impl Debug for MDP

Source§

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

Auto Trait Implementations§

§

impl Freeze for MDP

§

impl RefUnwindSafe for MDP

§

impl Send for MDP

§

impl Sync for MDP

§

impl Unpin for MDP

§

impl UnsafeUnpin for MDP

§

impl UnwindSafe for MDP

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.