Does Mathworks offer any inbuilt support for Dynamic Programming?

Are there any documentations, tutorial, inbuilt functions or toolbox for Dynamic Programming (not Reinforcement Learning) ?

Or does any of the toolbox (Optimization Toolbox, Reinforcement Learning Toolbox, Financial Toolbox ) have support for Dynamic Programming?

Answer 1

[Gouri Chennuru]

Hi,

You can refer to the below link to get more information about dynamic programming and how it is used. It is clearly divided with respect to category, examples, functions in the link.

https://www.mathworks.com/support/search.html?q=dynamic%20programming&page=1

Hope this Helps!

[Anshul Paunikar]

Thanks Gouri, it helps a lot. I was also wondering if there is anything available for Distributed Optimization (ADMM Consensus/Exchange or Distributed MPC).

Answer 2

[Matt J]

You could set up the dynamic program as the shortest path through a graph and use,

https://www.mathworks.com/help/matlab/ref/graph.shortestpath.html

Answer 3

[Matt J]

Not built-in, but this File Exchange submission seems well-received,

https://www.mathworks.com/matlabcentral/fileexchange/25786-markov-decision-processes-mdp-toolbox?s_tid=srchtitle