The closest pre-made package for doing dynamic programming for optimal control would likely be one of the quantitative economics packages. If you have discrete decisions or want to grid your input space, it should be fairly straightforward to write out a cost-to-go matrix and apply the Bellman equation iteratively.
On Thursday, September 24, 2015 at 10:25:19 PM UTC-7, NV wrote: > > Hi, > I am new to Julia. I need to solve an optimal control problem using > dynamic programming. Are there pre-defined functions/packages that I could > use? > > Thanks. >
