The MDP toolbox proposes functions related to the resolution of DISCRETE-time Markov Decision Process : finite horizon, value iteration, policy iteration, linear programming algorithms with some variants.
The functions (m-functions) were developped with MATLAB v6.0 (one of the functions requires the Mathworks Optimization Toolbox) by the decision team of the Biometry and Artificial Intelligence Unit of INRA Toulouse (France).
The version 2.0 (February 2005) handles sparse matrices and contains an example
This directory contains utility for implementing generic Reqursive Least Squares (RLS) algorithm. The example shows how one can use the utility to estamate the parameters of a simple linear discrete time system.
