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EDP - Empirical Dynamic Programming

We merge recently developed tools from machine learning and nonlinear dynamics to construct and evaluate near-optimal policies in multi-species systems. Specifically, a non-parametric model for the dynamics is estimated from time series data using Gaussian process-based dynamic modeling. A policy is then derived from the inferred dynamics using a temporal difference learning algorithm.

Get started

Two tutorials are available. Run edp_tuto_1.mlx for optimal control of a 2-species system and edp_tuto_2.mlx for optimal control of a 2-species system given data on the first species only.

To Do

  • Add new control rules
  • Solve compatibility issues

Citing and publications

Legal notice

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

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Empirical Dynamic Programming

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