A toolbox to solve stochastic dynamic programming problems in R, Matlab, SciLab or Octave

Our MDPToolbox is now published in Ecography. Thank you for supporting freely available programs. Please spread the word! The MDP/ SDP toolbox is now available in R, Matlab, SciLab and Octave. No excuses!

Stochastic dynamic programming (SDP) or Markov decision processes (MDP) are increasingly being used in ecology to find the best decisions over time and under uncertainty so that the chance of achieving an objective is maximised. To date, few programs are available to solve SDP/MDP. We present MDPtoolbox, a multi-platform set of functions to solve Markov decision problems (MATLAB, GNU Octave, Scilab and R). MDPtoolbox provides state-of-the-art and ready to use
algorithms to solve a wide range of MDPs. MDPtoolbox is easy to use, freely available and has been continuously improved since 2004. We illustrate how to use MDPtoolbox on a dynamic reserve design problem.

Chadès, I., Chapron, G., Cros, M.-J., Garcia, F. and Sabbadin, R. (2014), MDPtoolbox: a multi-platform toolbox to solve stochastic dynamic programming problems. Ecography. doi: 10.1111/ecog.00888