The filtered iterative dynamic programming algorithm is an enhanced version of the iterative dynamic programming algorithm. It includes a filtering algorithm that results in smoother control policies than those obtained using the regular iterative dynamic programming procedure.
The code implementing this algorithm can be obtained by clicking here. Choose File-Save As from your web browser menu to save the tarred-gzipped file. The C code can be compiled using a regular C compiler on any Unix box. The command gcc -O -o dpark *.c -lm should be sufficient to compile the program. Run the executable dpark to see an illustration of the algorithm.