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Patrick
04/19/13 10:11am

Hi All,

I am working on an optimization problem using a Markov Chain Monte Carlo approach. I have a crude for mathematica implementation using for loops. However I really like to learn how to 1) transition from a procedural to functional approach to implementing the algorithm. Can anyone offer hints at how to optimize the notebook towards a more functional approach.
2) I'd also like to add a time dependent signal to the NDSolve function. However I am not quite sure how to do this, if I use the If statement, then I must add the If to each equation. This seems inefficient. Is there a better approach to adding time dependent factors to the ODE solver. Say I want to wait until steady state to add the signal?

Thanks,
I have attached the notebook with comments. If any more are needed please let me know. Thanks for your assistance and pointers!

Patrick

Attachment: PM_MarkovDecay.nb, URL: ,

Subject (listing for 'Monte Carlo Optimization')
Author Date Posted
Monte Carlo Optimization Patrick 04/19/13 10:11am
Re: Monte Carlo Optimization Bill Simpson 04/21/13 11:00pm
Re: Re: Monte Carlo Optimization Patrick 04/24/13 7:33pm
Re: Re: Re: Monte Carlo Optimization Bill Simpson 04/25/13 4:38pm
Re: Re: Re: Re: Monte Carlo Optimization Patrick 05/01/13 09:23am
Re: Re: Re: Re: Re: Monte Carlo Optimization Bill Simpson 05/02/13 9:08pm
Re: Re: Re: Re: Re: Re: Monte Carlo Optimization Patrick 05/03/13 1:12pm
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