Markov Decision Process (MDP) Toolbox

The MDP toolbox provides classes and functions for the resolution of descrete-time Markov Decision Processes.

Available modules

example
Examples of transition and reward matrices that form valid MDPs
mdp
Makov decision process algorithms
util
Functions for validating and working with an MDP

How to use the documentation

Documentation is available both as docstrings provided with the code and in html or pdf format from The MDP toolbox homepage. The docstring examples assume that the mdptoolbox package is imported like so:

>>> import mdptoolbox

To use the built-in examples, then the example module must be imported:

>>> import mdptoolbox.example

Once the example module has been imported, then it is no longer neccesary to issue import mdptoolbox.

Code snippets are indicated by three greater-than signs:

>>> x = 17
>>> x = x + 1
>>> x
18

The documentation can be displayed with IPython. For example, to view the docstring of the ValueIteration class use mdp.ValueIteration?<ENTER>, and to view its source code use mdp.ValueIteration??<ENTER>.

Acknowledgments

This module is modified from the MDPtoolbox (c) 2009 INRA available at http://www.inra.fr/mia/T/MDPtoolbox/.