Supplementary Material Including Codes for Simulation-based Optimization and Reinforcement Learning

SUPPLEMENTARY MATERIAL: CODES & TUTORIAL

Simulation-Based Optimization:
Parametric Optimization Techniques & Reinforcement Learning

Second Edition

by Abhijit Gosavi

• All the C codes for MDPs, DP, and RL are available here for free download in a zipped format.

• The C code for simultaneous perturbation is available here for free download in zipped format.

• MATLAB codes for DP and RL for MDPs and average reward SMDPs are available here

• A journal paper containing a tutorial available here

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