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version 1.3 (766 KB) by Federico Miretti
Solve finite horizon multi-stage deterministic decision problems using Dynamic Programming


Updated 10 Jun 2021

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DynaProg is a MATLAB toolbox 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.
Installing DynaProg
The most straightforward way to install DynaProg is to directly install it from MATLAB's Add-on explorer or from the File Exchange. Doing this also installs the documentation in MATLAB's Help Browser.
For all questions or suggestions, feel free to contact me at

Cite As

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,

Comments and Ratings (6)

Maarten van Els

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.

Matteo Spano

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%

Giovanni Fasulo


Alessia Musa

Alessia Musa

MATLAB Release Compatibility
Created with R2021a
Compatible with R2020a and later releases
Platform Compatibility
Windows macOS Linux

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