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A C++based solver for MDP problems

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@areenberg areenberg released this 20 Oct 12:25
· 78 commits to master since this release

Initial pre-release of our C++based solver for Markov Decision Process optimization problems. The solver is based on a Modified Policy Iteration (MPI) algorithm, which derives an epsilon-optimal policy that maximizes the expected total discounted reward, where epsilon is a tolerance parameter given to the algorithm. We further provide the user with the option to choose between three different value update methods as well as switching to an epsilon-optimal Value Iteration or Policy Iteration algorithm. See the Readme-file for further information.