Which sources are out there that provide reliable and fast MDP solvers? I prefer that the library is callable from C++ but other languages are fine too.

There is indeed an abundance of repositories on github that at first seem to be appropriate for this task. However, the ones I found so far were either buggy, super slow, or overly optimized for a too specific model (such as all my own implementations).

This question is similar as the question open source LP solvers but now for MDP solvers.


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You could try MDPtoolbox from here in which the package is ready to download for Matlab, R, and Python. The functions prepared in a manner that any user can easily modify it for specific problem instances.


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