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MDP

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Markov Decision Processes in the Julia Language

Implemented Algorithms

Infinite Horizon

Discrete

  • Value Iteration
  • Policy Iteration
  • Sample Data Generation

Continuous

  • Fitted Value Iteration
  • Linear Quadratic Regulator

Finite Horizon

Discrete

  • Value Iteration

Continuous

  • Fitted Value Iteration
  • Linear Quadratic Regulator

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Markov Decision Processes in Julia

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