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Browsing by Author "Pharo, Alastair S"

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    InfsocSol3: An updated MATLAB® package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem
    (Te Herenga Waka—Victoria University of Wellington, 2014) Krawczyk, Jacek B; Pharo, Alastair S
    This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solution to an infinite-horizon stochastic optimal control problem. The suite is an updated version of that described in [1] and [2]. Its routines implement a policy improvement algorithm to optimise a Markov decision chain approximating the original control problem, as described in [3].
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    Manual of VIKAASA 2.0: An application for computing and graphing viability kernels for simple viability problems
    (Te Herenga Waka—Victoria University of Wellington, 2014) Krawczyk, Jacek B; Pharo, Alastair S
    This manual introduces and provides usage details for an application we have developed called VIKAASA, as well as the library of functions underlying it. VIKAASA runs in GNU Octave or MATLAB®, using the numerical computing and graphing capabilities of those packages to approximate, visualise and test viability kernels for viability problems involving a differential inclusion of two or more dynamic variables, a rectangular constraint set and a single scalar control. This document details version 2.0 of the software.