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CSUDP is one of the few generalized dynamic programming software packages currently available. Written in the C language, CSUDP allows user specified definition of system state equations and objective functions, and includes efficient solution procedures for multidimensional problems, stochastic problems, and certain classes of Markov decision processes. A wide variety of computational options are available, including reaching solutions, forward and backward solutions, inverted state equation formulations, splicing and coarse grid options, and development of feedback decision rules. |
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The setup program will install the CSUDP program, the gnu-c compiler, the user manual, the example problems described in the user manual, and several additional example dynamic programming problems solved with CSUDP. |
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| Click HERE to download CSUDP! | |
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