ENH: added routines to convert ddp between full and SA formulations #318
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sglyon
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quantecon/markov/ddp.py
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| if self._sa_pair: | ||
| ns = self.num_states | ||
| na = self.a_indices.max() + 1 | ||
| R = np.zeros((ns, na)) |
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Maybe this should be np.full((ns, na), -np.inf)?
quantecon/markov/ddp.py
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| if self._sa_pair: | ||
| return self | ||
| else: | ||
| s_ind, a_ind = np.where(np.isfinite(self.R)) |
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Better to write self.R > -np.inf instead of np.isfinite(self.R)?
(self.R may contain np.inf.)
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A comment on terminology: (My view is that an SA formulation is already a "full" description of the model when the sets |
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Thanks for the review. I 100% agree on all accounts and will make the changes in a few hours when I'm back at a computer |
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In the test code, maybe better to assign |
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Good call @oyamad -- I've added these tests. |
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Thanks @sglyon. |
Sometimes I find it helpful to have convenient, even if not optimally efficient, routines for converting between the SA and full formulations.
This PR implements such routines.