SALPMPE
Class Parameters

java.lang.Object
  SALPMPE.Parameters

public class Parameters
extends java.lang.Object

Defines the running parameters for the SALP algorithm.

Version:

2.0

Field Summary

(package private) static double	a Market size
(package private) static boolean	allstates List all states in constraints (instead of sampling)
(package private) static double	alpha Return to investment
(package private) static double	b Price elasticity
(package private) static double	beta One period discount factor
(package private) static double	budget Budget for constraint violation in SALP implementation
(package private) static double	c Marginal cost of production
(package private) static double	delta Depreciation factor
(package private) static double	di Step size for investment grid
(package private) static boolean	entryexit Allow entry and exit?
(package private) static double	eps Small double for building objective function
(package private) static double	epsn Scrap mean value
(package private) static double	epsne Entry cost mean value
(package private) static double	errTol Error tolerance for convergence criterion
(package private) static java.lang.String	excelname Name of output log file
(package private) static double	gamma Appreciation factor in model transition dynamics
(package private) static int	InnerLag Initial lag best response computation
(package private) static int	InnermaxIt Maximum iterations best response computation
(package private) static double[]	invArray Investment array
(package private) static double	invCost Marginal cost of investment
(package private) static int	invLength Size of investment grid
(package private) static int	K Number of quality levels (starts at 1)
(package private) static double	lambda Lagrangian penalty for slack variables
(package private) static int	localLength Size of dynamic investment grid
(package private) static double	m Market size
(package private) static int	maxCriteria Maximum number of constraints for convergence criteria computation
(package private) static double	maxInv Maximum investment
(package private) static int	maxIter Maximum best response iterations
(package private) static int	maxStates Maximum number of constraints on the resulting approximate linear program
(package private) static int	minIter Minimum best response iterations
(package private) static int	N Maximum number of firms in industry
(package private) static int	NiterNew Maximum number of iterations for Newton method (price computation)
(package private) static int	nreplic Replications for simulation for objective formulation and sample constraints
(package private) static double	obli Probability of firms using initial policy (additional noise in transitions)
(package private) static java.lang.String	profmodel Name of output file
(package private) static double	psi Normalization factor
(package private) static double	qmax Maximum capacity
(package private) static double	qmin Minimum capacity
(package private) static boolean	reducearch Reducing approximating architecture through linear interpolation
(package private) static double	reduction Reduction factor for local (dynamic) investment grid
(package private) static boolean	relaxbudget True if relaxing budget constraint
(package private) static int[]	s_0 Initial industry state for simulations (currently everyone starts at entry state)
(package private) static int	samplesize Sample size for simulating industry evolution
(package private) static double	simulGamma Appreciation factor for sampling routines
(package private) static boolean	Small Small instance? (only report full solutions for small instances)
(package private) static double	smooth Smooth update parameter
(package private) static int	smoothlag Smooth update lag parameter
(package private) static int	spacing Spacing for sampling states while simulating industry evolution
(package private) static double	theta1 Quality elasticity
(package private) static double	theta2 Price elasticity
(package private) static int	transcient Duration of transient for sampling states under greedy policy
(package private) static boolean	unifCvector When true sets c vector (LP objective function) to one for every state
(package private) static boolean	useprofit10 True if running quantity competition
(package private) static boolean	useprofit99 True if running Logit price competition model
(package private) static double	varBound Bound for the value of the LP variables
(package private) static int	Vperiods Number of periods for computing value function for candidate best response
(package private) static int	Vreplic Sample size for computing response indicator
(package private) static int	x_e Entry state
(package private) static double	Y Consumer income

Constructor Summary

Parameters()

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

maxIter

static int maxIter

Maximum best response iterations

minIter

static int minIter

Minimum best response iterations

InnermaxIt

static int InnermaxIt

Maximum iterations best response computation

InnerLag

static int InnerLag

Initial lag best response computation

errTol

static double errTol

Error tolerance for convergence criterion

eps

static double eps

Small double for building objective function

Small

static boolean Small

Small instance? (only report full solutions for small instances)

reducearch

static boolean reducearch

Reducing approximating architecture through linear interpolation

allstates

static boolean allstates

List all states in constraints (instead of sampling)

unifCvector

static boolean unifCvector

When true sets c vector (LP objective function) to one for every state

maxStates

static int maxStates

Maximum number of constraints on the resulting approximate linear program

maxCriteria

static int maxCriteria

Maximum number of constraints for convergence criteria computation

varBound

static double varBound

Bound for the value of the LP variables

N

static int N

Maximum number of firms in industry

K

static int K

Number of quality levels (starts at 1)

entryexit

static boolean entryexit

Allow entry and exit?

epsn

static final double epsn

Scrap mean value

See Also:

Constant Field Values

epsne

static final double epsne

Entry cost mean value

See Also:

Constant Field Values

x_e

static int x_e

Entry state

s_0

static int[] s_0

Initial industry state for simulations (currently everyone starts at entry state)

beta

static double beta

One period discount factor

invCost

static double invCost

Marginal cost of investment

lambda

static double lambda

Lagrangian penalty for slack variables

budget

static double budget

Budget for constraint violation in SALP implementation

relaxbudget

static boolean relaxbudget

True if relaxing budget constraint

useprofit99

static boolean useprofit99

True if running Logit price competition model

useprofit10

static boolean useprofit10

True if running quantity competition

m

static double m

Market size

c

static double c

Marginal cost of production

psi

static double psi

Normalization factor

Y

static double Y

Consumer income

theta1

static double theta1

Quality elasticity

theta2

static double theta2

Price elasticity

NiterNew

static final int NiterNew

Maximum number of iterations for Newton method (price computation)

See Also:

Constant Field Values

a

static double a

Market size

b

static double b

Price elasticity

qmin

static final double qmin

Minimum capacity

See Also:

Constant Field Values

qmax

static final double qmax

Maximum capacity

See Also:

Constant Field Values

delta

static double delta

Depreciation factor

alpha

static double alpha

Return to investment

gamma

static double gamma

Appreciation factor in model transition dynamics

simulGamma

static double simulGamma

Appreciation factor for sampling routines

obli

static double obli

Probability of firms using initial policy (additional noise in transitions)

smooth

static double smooth

Smooth update parameter

smoothlag

static int smoothlag

Smooth update lag parameter

transcient

static int transcient

Duration of transient for sampling states under greedy policy

spacing

static int spacing

Spacing for sampling states while simulating industry evolution

samplesize

static int samplesize

Sample size for simulating industry evolution

nreplic

static int nreplic

Replications for simulation for objective formulation and sample constraints

Vreplic

static int Vreplic

Sample size for computing response indicator

Vperiods

static int Vperiods

Number of periods for computing value function for candidate best response

di

static double di

Step size for investment grid

invLength

static int invLength

Size of investment grid

localLength

static int localLength

Size of dynamic investment grid

reduction

static double reduction

Reduction factor for local (dynamic) investment grid

maxInv

static double maxInv

Maximum investment

invArray

static double[] invArray

Investment array

profmodel

static java.lang.String profmodel

Name of output file

excelname

static java.lang.String excelname

Name of output log file

Constructor Detail

Parameters

public Parameters()