@@ -108,12 +108,13 @@ end
108108
109109
110110"""
111- Value iteration algorithm to compute optimal value functions in
112- the Decision Hazard (DH) as well as the Hazard Decision (HD) case
111+ Dynamic programming algorithm to compute optimal value functions
112+ by backward induction using bellman equation in the finite horizon case.
113+ The information structure can be Decision Hazard (DH) or Hazard Decision (HD)
113114
114115Parameters:
115116- model (SPmodel)
116- the DPSPmodel of our problem
117+ the model of our problem
117118
118119- param (SDPparameters)
119120 the parameters for the SDP algorithm
@@ -141,14 +142,16 @@ function solve_DP(model::SPModel,
141142end
142143
143144"""
144- Compute the value function at time t
145+ Compute the value function at time t using bellman equation
146+ and knowing value function at time t+1
145147
146148Parameters:
147149- sampling size (Int)
148- number of randomness samples
150+ number of noises samples (number of outcomes if the probability laws are discrete,
151+ number of monte carlo samples otherwise)
149152
150153- samples (Array{Float64})
151- list of random samples
154+ arrays of the noises samples/realizations
152155
153156- probas (Array{Float64})
154157 array of probabilities of samples
@@ -160,7 +163,7 @@ Parameters:
160163 array of lower and upper bounds of states
161164
162165- x_steps (Array{Float64})
163- array discretization steps for states space
166+ array of discretization steps for states space
164167
165168- x_dim (Int)
166169 number of state variables
@@ -190,7 +193,8 @@ Parameters:
190193 the time step
191194
192195- info_struc (String)
193- the information structure "HD" or "DH"
196+ the information structure "HD" for hazard-decision
197+ or "DH" for decision-hazard
194198
195199"""
196200function compute_V_given_t (sampling_size, samples, probas, u_bounds, x_bounds,
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