function realization=generate_realization(eta,index,H,C,horizont) realization=0; beta=H(index); for o=1:horizont best_control=-(eta*beta/(1+beta^2)+interpol(beta,H,C)); %best_control=-(eta*beta/(1+beta^2)+C(index)*abs(rand)); s=randn; pom=sqrt(1+best_control^2); eta=abs(eta+beta*best_control+pom*s); beta=abs(pom*beta+best_control*s); realization=realization+eta^2; end end