cvxgrp / extquadcontrol Public

extquadcontrol

Code accompanying the paper 'Stochastic Control with Affine Dynamics and Extended Quadratic Costs'.

To install the extquadcontrol package, from the main directory, run:

$ pip install .

For running tests and examples, please

To run tests, run:

$ python -m unittest

These should pass. If they do not, please file an issue

Examples from 6.1-6.9 in the paper are in the iPython notebooks in the examples folder. To view them, run:

$ jupyter notebook .

Please install MPI and mpi4py:

$ sudo apt install mpich
$ pip install mpi4py

To test the MPI implementation, navigate to the examples folder and run:

mpirun -n 6 python mpi_example.py

This runs the MPI implementation described in the paper with 6 threads. (Try 12, it just works!)