This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solution to an infinite-horizon stochastic optimal control problem. The suite is an updated version of that described in [1] and [2]. Its routines implement a policy improvement algorithm to optimise a...

This manual introduces and provides usage details for an application we have developed called VIKAASA, as well as the library of functions underlying it. VIKAASA runs in GNU Octave or MATLAB®, using the numerical computing and graphing capabilities of those packages to approximate, visualise...

This manual introduces and provides usage details for an application we have developed called VIKAASA, as well as the library of functions underlying it. VIKAASA runs in GNU Octave or MATLAB®, using the numerical computing and graphing capabilities of those packages to approximate, visualise...