FiniteHorizonValueIteration
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.