An Object Oriented Framework for Modeling MDPs with Events
نویسندگان
چکیده
The present work describes the structure of a generic modeling tool for stochastic dynamic programming problems (also called Markov Decision Processes – MDPs). Deterministic problems are handled as particular cases of MDP’s. The program is intended for general purpose problems and its structure permits independent modeling and solving. It is designed to capture the essential modeling elements of the stochastic optimization problem in a natural way, maintaining an analogy between mathematical elements and their computational representation, by extensive use of Object Oriented Programming.
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