CODES AND SUPPLEMENTARY MATERIAL



Simulation-Based Optimization:
Parametric Optimization Techniques & Reinforcement Learning

Second Edition


by Abhijit Gosavi
Missouri University of Science and Technology

Published by Springer, 2014; 2nd edition; XXX pages; Hardcover; ISBN: XXX.

All the C codes for MDPs, DP, and RL are available here for free download in a zipped format.

The C code for simultaneous perturbation is available here for free download in zipped format. A tutorial for using the codes will be provided here shortly.

MATLAB codes for DP and RL for MDPs and average reward SMDPs are available here

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Return to the author's website for the book by clicking here