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

Identifieur interne : 000F71 ( Istex/Corpus ); précédent : 000F70; suivant : 000F72

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

Auteurs : Iadine Chadès ; Guillaume Chapron ; Marie-Josée Cros ; Frédérick Garcia ; Régis Sabbadin

Source :

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

Links to Exploration step

ISTEX:5358F5E00125CDBC7C7419D57192ACC07F95911C

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<title>MDPtoolbox: a multi‐platform toolbox to solve stochastic dynamic programming problems</title>
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<name type="personal">
<namePart type="given">Iadine</namePart>
<namePart type="family">Chadès</namePart>
<affiliation>E-mail: iadine.chades@csiro.au</affiliation>
<affiliation>CSIRO Ecosystem Sciences, GPO Box 2583, QLD 4001, Brisbane, Australia</affiliation>
<affiliation>E-mail: iadine.chades@csiro.au</affiliation>
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<name type="personal">
<namePart type="given">Guillaume</namePart>
<namePart type="family">Chapron</namePart>
<affiliation>Grimsö Wildlife Research Station, Swedish Univ. of Agricultural Sciences, Riddarhyttan, SE‐73091, Sweden</affiliation>
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<namePart type="given">Marie‐Josée</namePart>
<namePart type="family">Cros</namePart>
<affiliation>INRA, Unité de Mathématiques et Informatique Appliquées, Toulouse, UR875, CS 52627, FR‐31326 Castanet Tolosan cedex, France</affiliation>
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<name type="personal">
<namePart type="given">Frédérick</namePart>
<namePart type="family">Garcia</namePart>
<affiliation>INRA, Unité de Mathématiques et Informatique Appliquées, Toulouse, UR875, CS 52627, FR‐31326 Castanet Tolosan cedex, France</affiliation>
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<name type="personal">
<namePart type="given">Régis</namePart>
<namePart type="family">Sabbadin</namePart>
<affiliation>INRA, Unité de Mathématiques et Informatique Appliquées, Toulouse, UR875, CS 52627, FR‐31326 Castanet Tolosan cedex, France</affiliation>
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<dateIssued encoding="w3cdtf">2014-09</dateIssued>
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<abstract lang="en">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.</abstract>
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<identifier type="ISSN">0906-7590</identifier>
<identifier type="eISSN">1600-0587</identifier>
<identifier type="DOI">10.1111/(ISSN)1600-0587</identifier>
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<date>2014</date>
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<caption>vol.</caption>
<number>37</number>
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<caption>no.</caption>
<number>9</number>
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<identifier type="DOI">10.1111/ecog.00888</identifier>
<identifier type="ArticleID">ECOG888</identifier>
<accessCondition type="use and reproduction" contentType="copyright">Ecography © 2014 Nordic Society Oikos© 2014 The Authors</accessCondition>
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