ruspy.model_code.fix_point_alg.kantorovich_step

ruspy.model_code.fix_point_alg.kantorovich_step(ev, trans_mat, obs_costs, disc_fac)

Calculating one Newton-Kantorovich step for approximating the fix-point.

Parameters

evnumpy.ndarray

see Expected value of maintenance

trans_matnumpy.ndarray

see Transition matrix

obs_costsnumpy.ndarray

see Observed costs

disc_facnumpy.float

see Discount factor

Returns

ev_newnumpy.ndarray

see Expected value of maintenance