Federico Miretti, Daniela Misul, Ezio Spessa, DynaProg: Deterministic Dynamic Programming solver for finite horizon multi-stage decision problems, SoftwareX, Volume 14, 2021, 100690, ISSN 2352-7110, https://doi.org/10.1016/j.softx.2021.100690.
The speed of this algorithm is a lot better then the algorithm used before (dpm algorithm, from the university of Zurich), also integrating the model the model into DynaProg is very easy.
Very useful toolbox, easy to use. In comparison with other DP algorithms found in literature, this script is way faster. Also, Federico is always ready to help you with it! Suggested 100%
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