Section: New Software and Platforms

Bocop HJB

Keywords: Optimal control - Stochastic optimization - Global optimization

Functional Description: Toolbox for stochastic or deterministic optimal control, dynamic programming / HJB approach.

Release Functional Description: User interface State jumps for switched systems Explicit handling of final conditions Computation of state probability density (fiste step to mean field games)

• Participants: Benjamin Heymann, Jinyan Liu, Joseph Frédéric Bonnans and Pierre Martinon

• Contact: Joseph Frédéric Bonnans

• URL: http://bocop.org