Code accompanying the paper 'Stochastic Control with Affine Dynamics and Extended Quadratic Costs'.
To install the extquadcontrol package, from the main directory, run:
$ pip install .
For running tests and examples, please
To run tests, run:
$ python -m unittest
These should pass. If they do not, please file an issue
Examples from 6.1-6.9 in the paper are in the iPython notebooks in the examples folder.
To view them, run:
$ jupyter notebook .
Please install MPI and mpi4py:
$ sudo apt install mpich
$ pip install mpi4py
To test the MPI implementation, navigate to the examples folder and run:
mpirun -n 6 python mpi_example.py
This runs the MPI implementation described in the paper with 6 threads. (Try 12, it just works!)