Some other related packages

acarril / DynamicProgramming.jl

Julia code for solving optimization problems with dynamic programming.

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Some other related packages #1

Open HugoLhuillier opened 5 years ago

HugoLhuillier commented 5 years ago

the quantecon crew has some dynamic programming packages that might be relevant for you:

one of stanford's ai lab also have a package (POMPDPS.jl) to compute (discrete) markov decision processes.

acarril commented 5 years ago

Nice, thanks for sharing. I've checked (some of) them out, but it seems to me that they haven't updated theirs to work with 1.0 though (just check the uses of linspace vs. LinRange). I'm also trying to code it in a more "Julia-like" way, but still it's definitely helpful to take a look at those!

BTW, do you have anything you could contribute? I'm sure you've written lots.

HugoLhuillier commented 5 years ago

i've never written a general code for dynamic programming problems, but i've coded a few yes. i'd definitely love to contribute to the project if you need somebody.