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// Copyright (C) 2021 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifndef SIMULATESTEPSWITCH_H
#define SIMULATESTEPSWITCH_H
#ifdef USE_MPI
#include <boost/mpi.hpp>
#endif
#include <vector>
#include <boost/lexical_cast.hpp>
#include "geners/BinaryFileArchive.hh"
#include "StOpt/core/grids/RegularSpaceIntGrid.h"
#include "StOpt/core/utils/StateWithIntState.h"
#include "StOpt/regression/BaseRegression.h"
#include "StOpt/dp/OptimizerSwitchBase.h"
/** SimulateStepSwitch.h
* In simulation part, permits to use continuation values basis function stored in in optimization step and
* calculate optimal control
* \author Xavier Warin
*/
namespace StOpt
{
/// \class SimulateStepSwitch SimulateStepSwitch.h
/// One step in forward simulation using mpi or not
class SimulateStepSwitch
{
private :
std::vector< std::shared_ptr<RegularSpaceIntGrid> > m_pGridFollowing ; ///< global grid at following time step for each regime
std::shared_ptr<OptimizerSwitchBase > m_pOptimize ; ///< optimizer solving the problem for one point and one step
std::vector< Eigen::ArrayXXd > m_basisFunc ; ///< Basis function per regime of continuation value at each point of the grid at following step
std::shared_ptr<BaseRegression> m_regressor ; ///< Regressor used
#ifdef USE_MPI
boost::mpi::communicator m_world; ///< Mpi communicator
#endif
public :
/// \brief default
SimulateStepSwitch() {}
virtual ~SimulateStepSwitch() {}
/// \brief Constructor
/// \param p_ar Archive where continuation values are stored
/// \param p_iStep Step number identifier
/// \param p_nameCont Name use to store continuation valuation
/// \param p_pGridFollowing grid at following time step for each regime
/// \param p_pOptimize Optimize object defining the transition step
/// \param p_world MPI communicator
SimulateStepSwitch(gs::BinaryFileArchive &p_ar, const int &p_iStep, const std::string &p_nameCont,
const std::vector< std::shared_ptr<RegularSpaceIntGrid> > &p_pGridFollowing,
const std::shared_ptr<OptimizerSwitchBase > &p_pOptimize
#ifdef USE_MPI
, const boost::mpi::communicator &p_world
#endif
);
/// \brief Define one step arbitraging between possible commands
/// \param p_statevector Vector of states (regime, deterministic integer, uncertainty)
/// \param p_phiInOut actual contract value modified at current time step by applying an optimal command (size number of functions by number of simulations)
void oneStep(std::vector<StateWithIntState > &p_statevector, Eigen::ArrayXXd &p_phiInOut) const;
};
}
#endif /* SIMULATESTEPSWITCH_H */
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