MDPy
MDPy is a simple MDP library for Python. It allows for the creation of arbitrary MDPs, simulating actions in them, and iteratively solving them with value iteration (for both state-values and action-values).
Usage
from MDPy import MDP
# create an MDP
mdp = MDP()
# add 2 states
mdp.add_states(2)
# add 2 actions to the first state and 1 action to the second state
mdp.add_actions(0, 2)
mdp.add_actions(1, 1)
# add transitions (s', r, P) for each state-action pair
mdp.add_transition(0, 0, (0, 0.5, 1.0))
mdp.add_transition(0, 1, (0, -1.0, 0.3))
mdp.add_transition(0, 1, (1, -1.0, 0.7))
mdp.add_transition(1, 0, (0, 5.0, 0.6))
mdp.add_transition(1, 0, (1, -1.0, 0.4))
# output optimal state-value and action-value functions with discount rate 0.9
print 'V[s] ', mdp.value_iteration(0.9)
print 'Q[s][a]', mdp.Q_iteration(0.9)V[s] [7.858262284624602, 10.692908326840795]
Q[s][a] [[7.572436056162142, 7.858263062758344], [10.692908631359973]]