This is the page for the 'pomdp-solve' program for solving POMDPs using value iteration. The code actually implements a number of POMDP solution algorithms:
Sondik's two-pass algorithm
Cheng's linear support algorithm
The witness algorithm
Incremental pruning (Liu/Zhang and Generalized version)
The code extensively uses linear programming (LPs) to solve POMDPs. There are two options for LP packages: one is to use the public domain lp_solve program by Michel Berkelaar; the other is to use the commerical package CPLEX. The CPLEX package is numerically more robust, but so is its price tag. If you have CPLEX or money is no object when it comes to solving POMDPs, then CPLEX is defnitely recommended, otherwise the lp_solve program tends to work just fine, though some precision is sacrificed.
Dowload version 4.0 of the pomdp-solve code. Also, if you get the code let me know so I can contact you about bugs, latest revisions, etc.
Porting instructions provide more information about installing and running the pomdp-solve code.
Last updated: 01/31/99