% name random variables
y = RV({'y'},1);
u1 = RV({'u1'},1);
u2 = RV({'u2'},1);

% create f(y_t| y_{t-3}, u_{t-1})
fy.class = 'mlnorm<ldmat>';
fy.rv    = y;
fy.rvc   = RVtimes([y,u1,u2], [-3, 0, 0]);
fy.A     = [0.5, -0.9, 0.9];
fy.const = 0;
fy.R     = 1e-2;

DS.class = 'PdfDS';
DS.pdf = fy;

% create ARX estimator
A1.class = 'ARX';
A1.rv = y;
A1.rgr = RVtimes([y,u1],[-3,0]) ; % correct structure is {y,y}
A1.options ='logbounds,logll';
A1.frg = 0.95;

A2=A1;
A2.rgr = RVtimes([y,u2],[-3,0]) ; % correct structure is {y,y}


C1.class = 'LQG_ARX';
C1.ARX = A1;
C1.Qu = 0.1*eye(1);
C1.Qy = 1*eye(1);
C1.yreq = 1;
C1.horizon = 5;

C2=C1;
C2.ARX = A2;

P1.class = 'ARXAgent';
P1.name = 'P1';
P1.lqg_arx = C1;
P1.lqg_arx.class = 'LQG_ARX';
P1.merger.class = 'merger_mix';
P1.merger.method = 'geometric';
%P1.merger.dbg_file = 'mp.it';
P1.merger.ncoms = 20;
P1.neighbours = {};%{'P2'};

P2=P1;
P2.name = 'P2';
P2.lqg_arx = C2;
P2.neighbours = {};

exper.Ndat = 10;
exper.burnin = 3;
exper.burn_pdf.class = 'enorm<ldmat>';
exper.burn_pdf.mu = [0;0];
exper.burn_pdf.R  = 0.01*eye(2);


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% MONTE CARLO %%%%%%%%%%%%%%%%%%%

Ntrials = 100;
loss_non_coop = zeros(1,Ntrials);
for i=1:Ntrials
    M= arena(DS,{P1,P2},exper);

    loss_non_coop(i) = M.DS_y'*C1.Qy*M.DS_y + M.DS_u1'*C1.Qu*M.DS_u1 + M.DS_u2'*C1.Qu*M.DS_u2;
end
mean(loss_non_coop)