IntervalMDP.jl
Value iteration for IMCs, IMDPs, odIMDPs, and fIMDPs
IntervalMDP.jl is a Julia package for modeling and solving verification and control synthesis problems for subclasses of robust MDPs, including IMCs, IMDPs, odIMDPs, and fIMDPs.
Features
- Value iteration over IMCs, IMDPs, odIMDPs, and fIMDPs
- Multithreaded CPU and CUDA-accelerated solvers
- Dense and sparse transition structure support
- Configurable probability types, including exact rational arithmetic on CPU
Use Cases
- Safety verification of stochastic systems
- Robust control synthesis under transition uncertainty
- Efficient analysis of large structured robust MDP models