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More commonly, functions return a value directly this is called the direct style.
Continuation passing style (CPS) is a style of programming where the control is passed directly as a continuation function. A function written in CPS takes an extra argument which is an explicit continuation, a function which takes the return result as a single argument.
This makes some things more explicit, such as returning values. Which allows for more control over how these aspects of programming function. A simple example of control over returning values is delaying the time at which the value is returned.