CSUDP Generic Dynamic Programming Software Package
CSUDP is one of the few generic 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.
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.
(Windows 7 Compatible - Updated 1/12/2016)