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

Identifieur interne : 000094 ( Istex/Checkpoint ); précédent : 000093; suivant : 000095

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

Auteurs : Iadine Chadès [Australie] ; Guillaume Chapron [Suède] ; Marie-Josée Cros [France] ; Frédérick Garcia [France] ; Régis Sabbadin [France]

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RBID : ISTEX:5358F5E00125CDBC7C7419D57192ACC07F95911C

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.

Url:
DOI: 10.1111/ecog.00888


Affiliations:


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ISTEX:5358F5E00125CDBC7C7419D57192ACC07F95911C

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