Introduction:

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.

Code:

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.