def iterate2(n=None, **kwargs):
localvars = {}
def postIterCallbackFn(nIter, newVArray, currentPolicyArrayList, greedyPolicyList, stoppingResult):
(stoppingDecision, diff) = stoppingResult
print("iter %d, diff %f" % (nIter, diff))
localvars[0] = nIter
bellman.appendIter()
bellman.setInLastIter('v', newVArray)
bellman.setInLastIter('opt_d', currentPolicyArrayList[0])
bellman.setInLastIter('opt_r', currentPolicyArrayList[1])
v0_array = scipy.zeros((len(g.grid_M), len(g.grid_D))); # initial guess for value function
d0_array = scipy.zeros((len(g.grid_M), len(g.grid_D))); # initial guess for policy function for d
r0_array = scipy.ones((len(g.grid_M), len(g.grid_D))); # initial guess for policy function for r
bellman.resetIters()
bellman.appendIter()
bellman.setInLastIter('v', v0_array)
bellman.setInLastIter('opt_d', None)
bellman.setInLastIter('opt_r', None)
params = PonziParams()
time1 = time.time()
result = bellman.grid_policyIteration([g.grid_M, g.grid_D], [d0_array, r0_array], v0_array, params, postIterCallbackFn=postIterCallbackFn, parallel=True)
(nIter, currentVArray, currentPolicyArrayList, greedyPolicyList) = result
time2 = time.time()
nIters = localvars[0]
print("total time: %f, avg time: %f" % (time2-time1, (time2-time1)/nIters))
def iterate1(n=None, **kwargs):
localvars = {}
def postIterCallbackFn(nIter, currentVArray, newVArray, optControls, stoppingResult):
(stoppingDecision, diff) = stoppingResult
print("iter %d, diff %f" % (nIter, diff))
localvars[0] = nIter
bellman.appendIter()
bellman.setInLastIter('v', newVArray)
bellman.setInLastIter('opt_d', optControls[0])
bellman.setInLastIter('opt_r', optControls[1])
v0_array = scipy.zeros((len(g.grid_M), len(g.grid_D))); # initial guess for value function
bellman.resetIters()
bellman.appendIter()
bellman.setInLastIter('v', v0_array)
bellman.setInLastIter('opt_d', None)
bellman.setInLastIter('opt_r', None)
params = PonziParams()
time1 = time.time()
result = bellman.grid_valueIteration([g.grid_M, g.grid_D], v0_array, params, postIterCallbackFn=postIterCallbackFn)
(nIter, currentVArray, newVArray, optControls) = result
time2 = time.time()
nIters = localvars[0]
print("total time: %f, avg time: %f" % (time2-time1, (time2-time1)/nIters))
def postIterCallbackFn(nIter, newVArray, currentPolicyArrayList, greedyPolicyList, stoppingResult):
(stoppingDecision, diff) = stoppingResult
print("iter %d, diff %f" % (nIter, diff))
localvars[0] = nIter
bellman.appendIter()
bellman.setInLastIter('v', newVArray)
bellman.setInLastIter('opt_d', currentPolicyArrayList[0])
bellman.setInLastIter('opt_r', currentPolicyArrayList[1])
def postIterCallbackFn(nIter, currentVArray, newVArray, optControls, stoppingResult):
(stoppingDecision, diff) = stoppingResult
print("iter %d, diff %f" % (nIter, diff))
localvars[0] = nIter
bellman.appendIter()
bellman.setInLastIter('v', newVArray)
bellman.setInLastIter('opt_d', optControls[0])
bellman.setInLastIter('opt_r', optControls[1])