Parallel computing for Markov Decision Processes

MDPSolver is a Python package for Markov Decision Processes (MDPs) with discounted rewards and infinite-horizon.

Features

• Fast solver: Our C++-based solver is substantially faster than other MDP packages available for Python. See details in the documentation.
• Three optimization algorithms: Value iteration, Policy iteration, and Modified policy iteration.
• Three value-update methods: Standard, Gauss–Seidel, Successive over-relaxation.
• Supports sparse matrices.
• Employs parallel computing.