This repository is the code for the case study in "Constrained Policy Optimization for Stochastic Optimal Control under" by Sungho Shin, Francois Pacaud, Emil Constantinescu, and Mihai Anitescu.
First, install Julia.
Clone this repository
git clone https://github.com/sshin23/con-pol-opt.git
The dependencies can be installed by running
cd con-pol-opt
julia --project -e "import Pkg; Pkg.instantiate()"
Note: to run the code with efficient HSL solvers (necessary for MPC simulation), consider setting the environment variables for MadNLPHSL before instantiating the project.
Finally, run the code
julia --project example.jl