Thank you for your inputs. My concern was about calculating the cost to go map. I have discretized the state space and have 61 possible states in each stages and there are 20 such stages.
That roughly amounts to 61*61 values for one stage. I am overwhelmed by the amount of computations that this would mean and how best I could initialize a suitable array and index it for later use. On Sep 25, 2015 8:30 AM, "Tony Kelman" <[email protected]> wrote: > I'm biased, but for control problems with constraints I would pose it as a > model predictive control problem and use JuMP.jl with the Ipopt.jl > optimization solver. If you prefer to construct a cost to go map and do > dynamic programming then I can't point you to any Julia code that I know of > that solves your exact problem, though there may be some similar matlab > code posted somewhere that you could translate. Without a complete > mathematical or code description of your problem you're being too vague for > this forum to help much.
