OpenDP is a general and opensource dynamic programming software/framework to optimize discrete time processes, with any kind of decisions (continuous or discrete). We also allow random processes (observable or not) to be part of the problem (Source: http://plato.asu.edu)
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Ekinci, Yeliz; Ülengin, Füsun; Uray, Nimet; Ülengin, Burç: Analysis of customer lifetime value and marketing expenditure decisions through a Markovian-based model (2014)
- Teytaud, Olivier; Gelly, Sylvain: Robust optimizers for nonlinear programming in approximate dynamic programming (2009)