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MDPtoolbox: a multi-platform toolbox to solve stochastic dynamic programming problems

Iadine Chadès 1 Guillaume Chapron 2 Marie-Josee Cros 3 Frederick Garcia 4 Regis Sabbadin 3
1 CSIRO - Commonwealth Scientific and Industrial Research Organisation [Canberra]
2 Grimsö Wildlife Research Station
Department of Ecology
3 MIAT INRA - Unité de Mathématiques et Informatique Appliquées de Toulouse
4 UAR1203 DEPT MIA Département Mathématiques et Informatique Appliquées
Abstract : Stochastic dynamic programming (SDP) or Markov decision processes (MDP) are increasingly being used in ecology to find the best decisions over time and under uncertainty so that the chance of achieving an objective is maximised. To date, few programs are available to solve SDP/MDP. We present MDPtoolbox, a multi-platform set of functions to solve Markov decision problems (MATLAB, GNU Octave, Scilab and R). MDPtoolbox provides state-of-the-art and ready to use algorithms to solve a wide range of MDPs. MDPtoolbox is easy to use, freely available and has been continuously improved since 2004. We illustrate how to use MDPtoolbox on a dynamic reserve design problem.
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https://hal.inrae.fr/hal-02631147
Déposant : Migration Prodinra <>
Soumis le : mercredi 27 mai 2020 - 07:21:19
Dernière modification le : mercredi 26 août 2020 - 14:58:02

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Iadine Chadès, Guillaume Chapron, Marie-Josee Cros, Frederick Garcia, Regis Sabbadin. MDPtoolbox: a multi-platform toolbox to solve stochastic dynamic programming problems. Ecography, Wiley, 2014, Online: 14 JUL 2014, ⟨10.1111/ecog.00888⟩. ⟨hal-02631147⟩

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