Markov Decision Process (MDP) Toolbox for Python — Python ...
https://pymdptoolbox.readthedocs.io/en/latestThere are editions available for MATLAB, GNU Octave, Scilab and R. The suite of MDP toolboxes are described in Chades I, Chapron G, Cros M-J, Garcia F & Sabbadin R (2014) ‘MDPtoolbox: a multi-platform toolbox to solve stochastic dynamic programming problems’, Ecography, vol. 37, no. 9, pp. 916–920, doi 10.1111/ecog.00888.