DynaProg: Deterministic Dynamic Programming solver for finite horizon multi-stage decision problems
DynaProg is an open-source MATLAB toolbox for solving multi-stage deterministic optimal decision problems using Dynamic Programming. This class of optimal control problems can be solved with Dynamic Programming (DP), which is a well-established optimal control technique suited for highly non-linear...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-06-01
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| Series: | SoftwareX |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711021000352 |