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# Copyright (C) 2018 The Regents of the University of California, Michael Ludkovski and Aditya Maheshwari
# All Rights Reserved
# This code is published under the GNU Lesser General Public License (GNU LGPL)
from __future__ import division
import numpy as np
class basicVariables:
def __init__(self, maturity=10):
self.K = 10 #switching cost
self.meshX = 4 #number of meshes on demand dimension
self.meshI = 10 #number of meshes on inventory dimension
self.I0=5 #initial inventory
self.I_minMax = [0,10] #Level of charge of the battery min max in KW
self.B_minMax = [-6,6] #battery min max output, positive implies output and negative implies input
self.d_minMax = [1,10] #battery min max output, positive implies output and negative implies input
self.H = 1 # represents the number of regimes which in this case is 2, as a result H=1
# assuming the cost function is of the type
# c1*d^a + c2*1{st>0} + c3*st*1{st<0}
c =[1,1000000,5] # assuming the cost function is of the type , c[0]*d^a + c[1]*1{st>0} + c[2]*1{st<0}(-st)
self.a = 0.9
self.c1 = c[0]
self.c2 = c[1]
self.c3 = c[2]
self.maturity = maturity #unit in hours
self.dt = 15/60 #unit in hours
self.nstep = int(self.maturity/self.dt) #number of macro steps
self.controlType = 'notBangBang' #'BangBang' #
if self.controlType != 'BangBang':
self.steps_d = 10 # discretization of diesel engine output
self.discrertize_d = np.hstack((0,np.linspace(self.d_minMax[0],self.d_minMax[1],self.steps_d)))[:,None].T
# demand parameters
self.lambd = 0.5 #mean reversion rate
self.sigma = 2 #volatility
self.ampl = 6
self.mu = 0
self.DemandUB = 10
self.rmctype = 'regress now 2D' #'gd' #
if self.rmctype == 'gd':
self.regType = 'piecewiseLinear'
# number of simulations
self.nbsimulOpt = 500*self.meshX
elif self.rmctype == 'regress now 2D':
self.regType = 'globalPolynomial' #'kernel' #'piecewiseLinear' #
self.nbsimulOpt = 10000
self.degree= 2 # used only with regType = 'globalPolynomial'
# used only with regType = 'kernel'
self.bandwidth = 0.2
# factor for the number of points
self.factPoint=1.
self.filetoDump = "condExp_rmcType_"+self.rmctype+"_regType_" + self.regType+"_controlType_"+self.controlType
if __name__ == "__main__":
param = basicVariables()
print(param.B_minMax," " , param.I_minMax," ", param.K," ", param.nbsimulOpt)
# for i in range(1,len(param.discrertize_d)):
# print param.discrertize_d[i]
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