The MDP toolbox proposes functions related to the resolution of discete-time Markov Decision Process: finite horizon, value iteration, policy iteration, linear programming algorithms with some variants. The toolbox has been zipped into a file that contains the m-functions, the HTML documentation and a README file. The toolbox will continue to grow up with other algorithms and a detailed example. The MDP toolbox is also made available on the Mathtools.net site.

DIESE is C++ library oriented toward the construction of discrete-event simulators.