Index

A

agent_count (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator attribute) (skagent.simulation.monte_carlo.MonteCarloSimulator attribute) AgentTypeMonteCarloSimulator (class in skagent.simulation.monte_carlo)

Aggregate (class in skagent.model) aggregate_net_loss() (in module skagent.ann) apply_fun_to_vals() (in module skagent.utils) ar_from_data() (in module skagent.algos.vbi)

B

BlockPolicyNet (class in skagent.ann)

blocks (skagent.model.RBlock attribute)

C

calc_reward() (skagent.model.DBlock method) calibration_by_age() (in module skagent.simulation.monte_carlo) cartesian_product() (in module skagent.grid) clear_history() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) (skagent.simulation.monte_carlo.MonteCarloSimulator method) compute_parameter_difference() (in module skagent.utils)

construct_shocks() (in module skagent.model) (skagent.model.DBlock method) (skagent.model.RBlock method) Control (class in skagent.model) ControlToken (class in skagent.parser) create_vectorized_function_wrapper_with_mapping() (in module skagent.utils)

D

d1_analytical_lifetime_reward() (in module skagent.models.benchmarks) d1_analytical_policy() (in module skagent.models.benchmarks) d2_analytical_lifetime_reward() (in module skagent.models.benchmarks) d2_analytical_policy() (in module skagent.models.benchmarks) d3_analytical_lifetime_reward() (in module skagent.models.benchmarks) d3_analytical_policy() (in module skagent.models.benchmarks) d4_analytical_policy() (in module skagent.models.benchmarks) DBlock (class in skagent.model) decision_function() (skagent.ann.BlockPolicyNet method)

deep_replace() (skagent.model.DBlock method) description (skagent.model.DBlock attribute) (skagent.model.RBlock attribute) device (skagent.ann.Net property) discretize() (skagent.model.DBlock method) (skagent.model.RBlock method) discretized_shock_dstn() (in module skagent.model) draw_shocks() (in module skagent.simulation.monte_carlo) dynamics (skagent.model.DBlock attribute)

E

euler_equation_test() (in module skagent.models.benchmarks)

Expression (class in skagent.parser) extract_parameters() (in module skagent.utils)

F

forward() (skagent.ann.BlockPolicyNet method) (skagent.ann.Net method)

from_config() (skagent.grid.Grid class method) from_dict() (skagent.grid.Grid class method) func() (skagent.parser.Expression method)

G

generate_givens_from_states() (in module skagent.algos.maliar) get_action_rule() (in module skagent.algos.vbi) get_analytical_lifetime_reward() (in module skagent.models.benchmarks) get_analytical_policy() (in module skagent.models.benchmarks) get_arrival_value_function() (skagent.model.DBlock method) get_benchmark_calibration() (in module skagent.models.benchmarks) get_benchmark_model() (in module skagent.models.benchmarks) get_controls() (skagent.model.RBlock method) get_core_function() (skagent.ann.BlockPolicyNet method) get_custom_validation() (in module skagent.models.benchmarks) get_decision_function() (skagent.ann.BlockPolicyNet method) get_decision_rule() (skagent.ann.BlockPolicyNet method)

get_decision_value_function() (skagent.model.DBlock method) get_dynamics() (skagent.model.DBlock method) (skagent.model.RBlock method) get_mortality() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) get_shocks() (skagent.model.DBlock method) (skagent.model.RBlock method) get_state_rule_value_function_from_continuation() (skagent.model.DBlock method) get_test_states() (in module skagent.models.benchmarks) get_vars() (skagent.model.DBlock method) (skagent.model.RBlock method) Grid (class in skagent.grid) grid_to_data_array() (in module skagent.algos.vbi)

I

initialize_sim() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) (skagent.simulation.monte_carlo.MonteCarloSimulator method)

iter_dblocks() (skagent.model.DBlock method) (skagent.model.RBlock method)

L

len() (skagent.grid.Grid method)

list_benchmark_models() (in module skagent.models.benchmarks)

M

make_grid() (in module skagent.grid) make_shock_history() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) maliar_training_loop() (in module skagent.algos.maliar) math_text_to_lambda() (in module skagent.parser) module skagent.algos.maliar skagent.algos.vbi skagent.models.benchmarks skagent.models.consumer skagent.models.perfect_foresight skagent.parser skagent.utils

MonteCarloSimulator (class in skagent.simulation.monte_carlo)

N

n() (skagent.grid.Grid method) name (skagent.model.DBlock attribute) (skagent.model.RBlock attribute)

Net (class in skagent.ann)

R

RBlock (class in skagent.model) reconcile() (in module skagent.utils) reset_rng() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) (skagent.simulation.monte_carlo.MonteCarloSimulator method)

reward (skagent.model.DBlock attribute) (skagent.model.RBlock property)

S

shape() (skagent.grid.Grid method) shocks (skagent.model.DBlock attribute) sim_birth() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) (skagent.simulation.monte_carlo.MonteCarloSimulator method) sim_one_period() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) (skagent.simulation.monte_carlo.MonteCarloSimulator method) simulate() (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator method) (skagent.simulation.monte_carlo.MonteCarloSimulator method) simulate_dynamics() (in module skagent.model) Simulator (class in skagent.simulation.monte_carlo) skagent.algos.maliar module skagent.algos.vbi module

skagent.models.benchmarks module skagent.models.consumer module skagent.models.perfect_foresight module skagent.parser module skagent.utils module skagent_loader() (in module skagent.parser) solve() (in module skagent.algos.vbi) state_vars (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator attribute) (skagent.simulation.monte_carlo.MonteCarloSimulator attribute)

T

T_sim (skagent.simulation.monte_carlo.AgentTypeMonteCarloSimulator attribute) (skagent.simulation.monte_carlo.MonteCarloSimulator attribute)

to_dict() (skagent.grid.Grid method) torch() (skagent.grid.Grid method) transition() (skagent.model.DBlock method)

U

u1_analytical_policy() (in module skagent.models.benchmarks) u2_analytical_policy() (in module skagent.models.benchmarks) u3_analytical_policy() (in module skagent.models.benchmarks) u4_analytical_policy() (in module skagent.models.benchmarks)

u5_analytical_policy() (in module skagent.models.benchmarks) u6_analytical_policy() (in module skagent.models.benchmarks) U6HabitSolver (class in skagent.models.benchmarks) update_from_dict() (skagent.grid.Grid method)

V

validate_analytical_solution() (in module skagent.models.benchmarks)