FiniteHorizonValueIteration.jl

Author JuliaPOMDP
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Updated Last
1 Year Ago
Started In
March 2021

FiniteHorizonValueIteration

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The package contains a finite horizon MDP solver for discrete problems. This algorithm is a modified version of infinite horizon value iteration.

Installation

You must have POMDPs.jl installed. To install FiniteHorizonValueIteration, run the following command:

using POMDPs
using Pkg
POMDPs.add_registry() # TODO: Is this still needed?
Pkg.add("FiniteHorizonValueIteration")

Usage

using FiniteHorizonValueIteration

mdp = MyMDP() # initialize MDP

# initialize the solver
solver = FiniteHorizonSolver(verbose=false)

# run the solver
policy = solve(solver, mdp)

Output and validation

The policy is stored to FiniteHorizonPolicy. Example problems are defined in test/instances/..., examples are used in corresponding test files. Results are validated against the value iteration executed on all epochs simultaneously.

Used By Packages

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