DynaProg

Solve finite horizon multi-stage deterministic decision problems using Dynamic Programming

DynaProg provides a flexible tool to solve a finite horizon multi-stage deterministic decision problem, which is a problem where a decision must be made at each stage for a system that evolves through a finite number of stages, minimizing the total cost incurred.
The toolbox allows you to define your own optimization problem and attempts to solve it using Dynamic Programming.

This toolbox comes with html documentation integrated in the help browser.