fagan2888/extquadcontrol

extquadcontrol

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

Installation

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

$ pip install .

For running tests and examples, please install the dependencies via:

$ pip install -r requirements.txt

Running tests

To run tests, run:

$ python -m unittest

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

Running the Examples

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

$ jupyter notebook .

MPI Implementation

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!)