#include <rmol/bom/MCOptimiser.hpp>
Static Public Member Functions | |
static void | optimalOptimisationByMCIntegration (stdair::LegCabin &) |
static stdair::GeneratedDemandVector_T | generateDemandVector (const stdair::MeanValue_T &, const stdair::StdDevValue_T &, const stdair::NbOfSamples_T &) |
static void | optimisationByMCIntegration (stdair::LegCabin &) |
Utility methods for the Monte-Carlo algorithms.
Definition at line 19 of file MCOptimiser.hpp.
|
static |
Calculate the optimal protections for the set of buckets/classes given in input, and update those buckets accordingly.
The Monte Carlo Integration algorithm (see The Theory and Practice of Revenue Management, by Kalyan T. Talluri and Garret J. van Ryzin, Kluwer Academic Publishers, for the details) is used.
Definition at line 28 of file MCOptimiser.cpp.
|
static |
Monte-Carlo
Definition at line 154 of file MCOptimiser.cpp.
Referenced by optimisationByMCIntegration().
|
static |
Definition at line 175 of file MCOptimiser.cpp.
References RMOL::DEFAULT_NUMBER_OF_DRAWS_FOR_MC_SIMULATION, and generateDemandVector().
Referenced by RMOL::Optimiser::optimiseUsingOnDForecast().