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Markov Decision Processes (MDP) Toolbox

by Marie-Josee Cros

 

09 Nov 2009 (Updated 09 Nov 2009)

Code covered by the BSD License  

Functions related to the resolution of discrete-time Markov Decision Processes.

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Description

The MDP toolbox proposes functions related to the resolution of discrete-time Markov Decision Processes: backwards induction, value iteration, policy iteration, linear programming algorithms with some variants.
The functions were developped with MATLAB (note that one of the functions requires the Mathworks Optimization Toolbox) by Iadine Chadès, Marie-Josée Cros, Frédérick Garcia, Régis Sabbadin of the Biometry and Artificial Intelligence Unit of INRA Toulouse (France).

The version 3.0 (September 2009) adds several functions related to Reinforcement Learning and improves the handling of sparse matrices. For more detail see the README file.

Toolbox page: http://www.inra.fr/mia/T/MDPtoolbox

MATLAB release MATLAB 7.9 (2009b)
Zip File Content  
HTML Files
Other Files
license.txt,
MDPtoolbox/AUTHORS,
MDPtoolbox/COPYING,
MDPtoolbox/documentation/arrow.gif,
MDPtoolbox/documentation/BIA.png,
MDPtoolbox/documentation/INRA.png,
MDPtoolbox/documentation/meandiscrepancy.jpg,
MDPtoolbox/mdp_bellman_operator.m,
MDPtoolbox/mdp_check.m,
MDPtoolbox/mdp_check_square_stochastic.m,
MDPtoolbox/mdp_computePpolicyPRpolicy.m,
MDPtoolbox/mdp_computePR.m,
MDPtoolbox/mdp_eval_policy_iterative.m,
MDPtoolbox/mdp_eval_policy_matrix.m,
MDPtoolbox/mdp_eval_policy_optimality.m,
MDPtoolbox/mdp_eval_policy_TD_0.m,
MDPtoolbox/mdp_example_forest.m,
MDPtoolbox/mdp_example_rand.m,
MDPtoolbox/mdp_finite_horizon.m,
MDPtoolbox/mdp_LP.m,
MDPtoolbox/mdp_policy_iteration.m,
MDPtoolbox/mdp_policy_iteration_modified.m,
MDPtoolbox/mdp_Q_learning.m,
MDPtoolbox/mdp_relative_value_iteration.m,
MDPtoolbox/mdp_silent.m,
MDPtoolbox/mdp_span.m,
MDPtoolbox/mdp_value_iteration.m,
MDPtoolbox/mdp_value_iteration_bound_iter.m,
MDPtoolbox/mdp_value_iterationGS.m,
MDPtoolbox/mdp_verbose.m,
MDPtoolbox/README
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Updates
09 Nov 2009

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Tag Activity for this File
Tag Applied By Date/Time
markov decision process Marie-Josee Cros 09 Nov 2009 12:24:55
optimization Marie-Josee Cros 09 Nov 2009 12:24:55
control design Marie-Josee Cros 09 Nov 2009 12:24:55
dynamic programming Marie-Josee Cros 09 Nov 2009 12:24:55
 

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