Source code for some results in my publications.

Robust Markov Decision Processes

A C++ library for solving robust Markov decision processes. It also provides functionality for implementing simple MDP-based stochastic simulators. Can be used as a basis for reinforcement learning algorithms.

Robust Aggregation for MDPs

A Python library for simulating and solving large MDPs via an approximation by robust MDPs. Implements several old and new benchmark domains.