MDPtoolbox: A multi-platform toolbox to solve stochastic dynamic programming problems. R package MDPtoolbox: Markov Decision Processes Toolbox. The Markov Decision Processes (MDP) toolbox proposes functions related to the resolution of discrete-time Markov Decision Processes: finite horizon, value iteration, policy iteration, linear programming algorithms with some variants and also proposes some functions related to Reinforcement Learning.
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- Juan F. Pérez; Daniel F. Silva; Julio C. Góez; Andrés Sarmiento; Andrés Sarmiento-Romero; Raha Akhavan-Tabatabaei; Germán Riaño: Algorithm 972: jMarkov: An Integrated Framework for Markov Chain Modeling (2017)