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InfSOCSol.m
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48 lines (44 loc) · 1.94 KB
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%%
% Copyright 2013 Jacek B. Krawczyk and Alastair Pharo
%
% Licensed under the Apache License, Version 2.0 (the "License");
% you may not use this file except in compliance with the License.
% You may obtain a copy of the License at
%
% http://www.apache.org/licenses/LICENSE-2.0
%
% Unless required by applicable law or agreed to in writing, software
% distributed under the License is distributed on an "AS IS" BASIS,
% WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
% See the License for the specific language governing permissions and
% limitations under the License.
function InfSOCSol(DeltaFunction,StageReturnFunction,StateLB,StateUB,...
StateStepSize,TimeStep,DiscountRate,FileName,Options,A,b,Aeq,beq,...
ControlLB,ControlUB,UserConstraintFunctionFile)
% InfSOCSol takes the given SOC problem and approximates it with a Markov
% decision chain, which it then solves. This results in a discrete-time,
% discrete-space control rule. InfSOCSol does not perform the interpolation
% necessary to convert this discrete-time, discrete-space control rule into
% a continuous-time, continuous-state control rule (this is done by
% InfSim).
% Error check number of input arguments
if nargin~=16
error('InfSOCSol requires exactly 16 input arguments.');
end;
%% Create Conf struct
Conf = iss_conf(StateLB, StateUB, ...
'StateStepSize', StateStepSize, ...
'TimeStep', TimeStep, ...
'DiscountRate', DiscountRate, ...
'ProblemFile', FileName, ...
'A', A, ...
'b', b, ...
'Aeq', Aeq, ...
'beq', beq, ...
'ControlLB', ControlLB, ...
'ControlUB', ControlUB, ...
'UserConstraintFunctionFile', UserConstraintFunctionFile, ...
Options{:});
%% Pass through to iss_solve
iss_solve(DeltaFunction, StageReturnFunction, ...
StateLB, StateUB, Conf);