MDPtoolbox4.0.3 package

Markov Decision Processes Toolbox

mdp_bellman_operator

Applies the Bellman operator

mdp_check

Checks the validity of a MDP

mdp_check_square_stochastic

Checks if a matrix is square and stochastic

mdp_computePpolicyPRpolicy

Computes the transition matrix and the reward matrix for a fixed polic...

mdp_computePR

Computes a reward matrix for any form of transition and reward functio...

mdp_eval_policy_iterative

Evaluates a policy using an iterative method

mdp_eval_policy_matrix

Evaluates a policy using matrix inversion and product

mdp_eval_policy_optimality

Computes sets of 'near optimal' actions for each state

mdp_eval_policy_TD_0

Evaluates a policy using the TD(0) algorithm

mdp_example_forest

Generates a MDP for a simple forest management problem

mdp_example_rand

Generates a random MDP problem

mdp_finite_horizon

Solves finite-horizon MDP using backwards induction algorithm

mdp_LP

Solves discounted MDP using linear programming algorithm

mdp_policy_iteration

Solves discounted MDP using policy iteration algorithm

mdp_policy_iteration_modified

Solves discounted MDP using modified policy iteration algorithm

mdp_Q_learning

Solves discounted MDP using the Q-learning algorithm (Reinforcement Le...

mdp_relative_value_iteration

Solves MDP with average reward using relative value iteration algorith...

mdp_span

Evaluates the span of a vector

mdp_value_iteration

Solves discounted MDP using value iteration algorithm

mdp_value_iteration_bound_iter

Computes a bound for the number of iterations for the value iteration ...

mdp_value_iterationGS

Solves discounted MDP using Gauss-Seidel's value iteration algorithm

MDPtoolbox-package

Markov Decision Processes Toolbox

The Markov Decision Processes (MDP) toolbox proposes functions related to the resolution of discrete-time Markov Decision Processes: finite horizon, value iteration, policy iteration, linear programming algorithms with some variants and also proposes some functions related to Reinforcement Learning.

  • Maintainer: Guillaume Chapron
  • License: BSD_3_clause + file LICENSE
  • Last published: 2017-03-03