MDPSolver - MDPSolver v0.9.9 Release Notes

Highlights

• Added docstrings.
• In the source code, updated formatting of all PY-files.

Scientific Software - Peer-reviewed - Python
Published by areenberg about 1 year ago

MDPSolver - MDPSolver v0.9.8

MDPSolver v0.9.8 Release Notes

Highlights

• MDPSolver is now available for Python 3.13 on both Windows and Linux!

Scientific Software - Peer-reviewed - Python
Published by areenberg over 1 year ago

MDPSolver - MDPSolver v0.9.7

MDPSolver v0.9.7 Release Notes

Highlights

• Users can now select the average reward optimality criteria.

Coming up

• We are currently testing and developing the implementation of the built-in models.

Scientific Software - Peer-reviewed - Python
Published by areenberg almost 2 years ago

MDPSolver - Parallel computing for Markov Decision Processes

MDPSolver is a Python package for Markov Decision Processes (MDPs) with discounted rewards and infinite-horizon.

Features

• Fast solver: Our C++-based solver is substantially faster than other MDP packages available for Python. See details in the documentation.
• Three optimization algorithms: Value iteration, Policy iteration, and Modified policy iteration.
• Three value-update methods: Standard, Gauss–Seidel, Successive over-relaxation.
• Supports sparse matrices.
• Employs parallel computing.

Scientific Software - Peer-reviewed - Python
Published by areenberg about 2 years ago

MDPSolver - Parallel computing for Markov Decision Processes

MDPSolver is a Python package for Markov Decision Processes (MDPs) with discounted rewards and infinite-horizon.

Features

• Fast solver: Our C++-based solver is substantially faster than other MDP packages available for Python. See details in the documentation.
• Three optimization algorithms: Value iteration, Policy iteration, and Modified policy iteration.
• Three value-update methods: Standard, Gauss–Seidel, Successive over-relaxation.
• Supports sparse matrices.
• Employs parallel computing.

Scientific Software - Peer-reviewed - Python
Published by areenberg about 2 years ago

MDPSolver - A fast solver for Markov Decision Processes

MDPSolver (mdpsolver) is a Python package for Markov Decision Processes (MDPs) with discounted rewards and infinite-horizons. MDPSolver runs on Python but contains a solver developed in C++, making the package ideal for large MDPs.

Features: * Fast solver-engine: Up to 30x faster than other Python-based solvers, depending on the problem size, parameters, and choice of optimization algorithm (see the documentation for details). * Available on PyPI. * Three optimization algorithms: Value iteration, Policy iteration, and Modified policy iteration (default). * Three value-update methods: Standard (default), Gauss–Seidel, Successive over-relaxation. * Uses span norm or supremum norm stopping criterion (depending on the chosen update method). * Includes support for sparse matrices. * Operating systems: Windows and Linux.

Scientific Software - Peer-reviewed - Python
Published by areenberg about 2 years ago

MDPSolver - An efficient MDP solver available for Python

Scientific Software - Peer-reviewed - Python
Published by areenberg about 2 years ago

MDPSolver - A C++based solver for MDP problems

Initial pre-release of our C++based solver for Markov Decision Process optimization problems. The solver is based on a Modified Policy Iteration (MPI) algorithm, which derives an epsilon-optimal policy that maximizes the expected total discounted reward, where epsilon is a tolerance parameter given to the algorithm. We further provide the user with the option to choose between three different value update methods as well as switching to an epsilon-optimal Value Iteration or Policy Iteration algorithm. See the Readme-file for further information.

Scientific Software - Peer-reviewed - Python
Published by areenberg over 5 years ago