@@ -140,6 +140,59 @@ function solve_DP(model::SPModel,
140140 return V
141141end
142142
143+ """
144+ Compute the value function at time t
145+
146+ Parameters:
147+ - sampling size (Int)
148+ number of randomness samples
149+
150+ - samples (Array{Float64})
151+ list of random samples
152+
153+ - probas (Array{Float64})
154+ array of probabilities of samples
155+
156+ - u_bounds (Array{Tuple{Float64}})
157+ array of lower and upper bounds of controls
158+
159+ - x_bounds (Array{Tuple{Float64}})
160+ array of lower and upper bounds of states
161+
162+ - x_steps (Array{Float64})
163+ array discretization steps for states space
164+
165+ - x_dim (Int)
166+ number of state variables
167+
168+ - product_states (Array{Float64})
169+ discretized state space
170+
171+ - product_controls (Array{Float64})
172+ discretized control space
173+
174+ - dynamics (Function)
175+ dynamics function of the time step, state, control and randomness returning next state
176+
177+ - contraints (Function)
178+ constraints function of the time step, state, control and randomness returning boolean
179+
180+ - cost (Function)
181+ cost function of the time step, state, control and randomness returning the instantaneous cost
182+
183+ - V (Array of SharedArray)
184+ the array containing the discretized value functions at each time step
185+
186+ - Vitp (Interpolations)
187+ the interpolated value functions
188+
189+ - t (Float64)
190+ the time step
191+
192+ - info_struc (String)
193+ the information structure "HD" or "DH"
194+
195+ """
143196function compute_V_given_t (sampling_size, samples, probas, u_bounds, x_bounds,
144197 x_steps, x_dim, product_states, product_controls,
145198 dynamics, constraints, cost, V, Vitp, t, info_struc)
@@ -267,7 +320,7 @@ Parameters:
267320- param (SDPparameters)
268321 the parameters for the SDP algorithm
269322
270- - V (Array{Float64})
323+ - V (Array{Float64} or SharedArray{Float64} )
271324 the Bellman Functions
272325
273326Returns :
@@ -295,7 +348,7 @@ Parameters:
295348 the scenarios of uncertainties realizations we want to simulate on
296349 scenarios[t,k,:] is the alea at time t for scenario k
297350
298- - V (Array)
351+ - V (Array{Float64} or SharedArray{Float64} )
299352 the vector representing the value functions as functions of the state
300353 of the system at each time step
301354
@@ -348,7 +401,7 @@ Parameters:
348401- param (SDPparameters)
349402 the parameters for the SDP algorithm
350403
351- - V (Array{Float64})
404+ - V (Array{Float64} or SharedArray{Float64} )
352405 the Bellman Functions
353406
354407- t (int)
@@ -433,7 +486,7 @@ Parameters:
433486- param (SDPparameters)
434487 the parameters for the SDP algorithm
435488
436- - V (Array{Float64})
489+ - V (Array{Float64} or SharedArray{Float64} )
437490 the Bellman Functions
438491
439492- t (int)
@@ -507,7 +560,7 @@ Parameters:
507560- X0 (SDPparameters)
508561 the initial state of the system
509562
510- - V ( Array)
563+ - Array{Float64} or SharedArray{Float64}
511564 the vector representing the value functions as functions of the state
512565 of the system at each time step
513566
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