[julia-users] Re: Optimal Control using Dynamic Programming

[Maxim Egorov]

If you formulate the problem as a Markov decision process, you can use 
POMDPs.jl <https://github.com/sisl/POMDPs.jl> which supports value iteration 
<https://github.com/sisl/DiscreteValueIteration.jl>. The POMDPs.jl 
framework requires a functional problem definition, and some examples can 
be found in POMDPModels.jl <https://github.com/sisl/POMDPModels.jl>.