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// Copyright (C) 2019 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifndef SIMULATESTEPTREECONTROLDIST_H
#define SIMULATESTEPTREECONTROLDIST_H
#include <boost/lexical_cast.hpp>
#include "geners/BinaryFileArchive.hh"
#include "StOpt/dp/SimulateStepTreeBase.h"
#include "StOpt/core/grids/FullGrid.h"
#include "StOpt/tree/StateTreeStocks.h"
#include "StOpt/tree/GridTreeValue.h"
#include "StOpt/tree/GridTreeValueGeners.h"
#include "StOpt/core/parallelism/ParallelComputeGridSplitting.h"
#include "StOpt/dp/OptimizerDPTreeBase.h"
/** SimulateStepTreeControlDist.h
* In simulation part, permits to use continuation values stored in in optimization step and
* calculate optimal control when uncertainties belong to a tree
*/
namespace StOpt
{
/// \class SimulateStepTreeControlDist SimulateStepTreeControlDist.h
/// One step in forward simulation using mpi for uncertainties belonging to a tree (discrete values)
class SimulateStepTreeControlDist : public SimulateStepTreeBase
{
private :
std::shared_ptr<FullGrid> m_pGridCurrent ; ///< global grid at current time step
std::shared_ptr<FullGrid> m_pGridFollowing ; ///< global grid at following time step
std::shared_ptr<OptimizerDPTreeBase > m_pOptimize ; ///< optimizer solving the problem for one point and one step
std::vector< GridTreeValue > m_control ; ///< to store optimal control at the current step
std::vector< std::shared_ptr<Eigen::ArrayXXd > > m_contValue ; ///< to store control values split on current processor
bool m_bOneFile ; /// do we use one file for continuation values
std::shared_ptr<ParallelComputeGridSplitting> m_parall ; ///< parallel object for splitting and reconstruction
boost::mpi::communicator m_world; ///< Mpi communicator
public :
/// \brief default
SimulateStepTreeControlDist() {}
virtual ~SimulateStepTreeControlDist() {}
/// \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_pGridCurrent grid at current time step
/// \param p_pGridFollowing grid at following time step
/// \param p_pOptimize Optimize object defining the transition step
/// \param p_bOneFile do we stoxre continuation values in only one file
/// \param p_world MPI communicator
SimulateStepTreeControlDist(gs::BinaryFileArchive &p_ar, const int &p_iStep, const std::string &p_nameCont,
const std::shared_ptr<FullGrid> &p_pGridCurrent,
const std::shared_ptr<FullGrid> &p_pGridFollowing,
const std::shared_ptr<OptimizerDPTreeBase > &p_pOptimize,
const bool &p_bOneFile, const boost::mpi::communicator &p_world);
/// \brief Define one step arbitraging between possible commands
/// \param p_statevector Vector of states (regime, stock descriptor, uncertainty)
/// \param p_phiInOut actual contract value modified at current time step by applying an optimal command
void oneStep(std::vector<StateTreeStocks > &p_statevector, Eigen::ArrayXXd &p_phiInOut) const;
};
}
#endif /* SIMULATESTEPTREECONTROLDIST_H */
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