https://github.com/codelixir/linear-programming

Understanding Markov Decision Processes using Mathematical Programming. For MDL course, Spring 2021.
https://github.com/codelixir/linear-programming

Last synced: 10 months ago
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Understanding Markov Decision Processes using Mathematical Programming. For MDL course, Spring 2021.

• Host: GitHub
• URL: https://github.com/codelixir/linear-programming
• Owner: codelixir
• Created: 2021-05-08T13:17:03.000Z (over 4 years ago)
• Default Branch: main
• Last Pushed: 2021-05-08T13:20:10.000Z (over 4 years ago)
• Last Synced: 2025-02-08T00:19:16.892Z (12 months ago)
• Language: Jupyter Notebook
• Size: 51.8 KB
• Stars: 0
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
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This project uses the **cvxpy** library to solve the optimization problem. \

You can [read the official documentation here](https://www.cvxpy.org/).

#### Contributors

[Dhruvee Birla](https://github.com/dhruvxx) and myself.

This assignment was done as a part of the Machine, Data and Learning course, Spring 2021.

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# Linear Programming

The goal of this exercise is to understand Markov Decision Processes using Mathematical Programming.

Here, we work on the same MDP problem as used in the [value iteration](https://github.com/codelixir/value-iteration/) exercise, with one change:

When MM’s health reaches 0, IJ quest finished but gets zero reward. All other costs and rewards are the same.

In this exercise, we formulate the problem a LP and solve it. The main logic is there in the [notebook](https://github.com/codelixir/linear-programming/blob/main/linearprog.ipynb), and the [script](https://github.com/codelixir/linear-programming/blob/main/code.py) generates the [output](https://github.com/codelixir/linear-programming/blob/main/report/output.json). The approach, observations and conclusions have been summarised in the [report](https://github.com/codelixir/linear-programming/tree/main/report).