Solve multi-stage deterministic decision problems.
DynaProg is a MATLAB toolbox to solve a finite horizon multi-stage deterministic decision problem, which is a problem where a decision must be made at each stage for a system that evolves through a finite number of stages, minimizing the total cost incurred.
There are two ways to use DynaProg:
- Download the toolbox from MATLAB File Exchange,
- Download the source code.
The most straightforward way to install DynaProg is to directly install it from MATLAB's Add-on explorer or from the File Exchange. Doing this also installs the documentation in MATLAB's Help Browser.
Alternitavely, you can simply clone the git repository. Then, add the src folder to your MATLAB's search path. This method is recommended if you want to inspect/modify the source code.
Doing this will not install the documentation in MATLAB's Help Browser. You can still visualize it with any web browser: browse to the src/html folder and open index.html.
There are three ways to access the documentation:
- From the MATLAB Help Browser. Open the Help Browser. You can find DynaProg Toolbox in the Contents menu (on the left), under Supplemental Software. This option is only available if you installed DynaProg from MATLAB's Add-on explorer or from the File Exchange.
- Online. You can access the online documentation at this link.
- From the html files. If you downloaded DynaProg as a .zip folder, you can find the docs in the html folder. You should start by opening index.html in your browser.
DynaProg is available under the MIT license.
Some of the examples packaged with the toolbox make use of data derived from the ADVISOR(R) Software.
If you use this software for research purposes, please cite the accompanying paper: Federico Miretti, Daniela Misul, Ezio Spessa, DynaProg: Deterministic Dynamic Programming solver for finite horizon multi-stage decision problems, SoftwareX, Volume 14, 2021, 100690, ISSN 2352-7110, https://doi.org/10.1016/j.softx.2021.100690.
For all questions or suggestions, feel free to contact me at federico.miretti@polito.it.