# FiniteHorizonValueIteration

The package contains a finite horizon MDP solver for discrete problems. This algorithm is a modified version of infinite horizon value iteration.

## Installation

To install `FiniteHorizonValueIteration`

, run the following command:

using Pkg
Pkg.add("FiniteHorizonValueIteration")

## Usage

using POMDPs
using FiniteHorizonValueIteration
mdp = MyMDP() # initialize MDP
# initialize the solver
solver = FiniteHorizonSolver(verbose=false)
# run the solver
policy = solve(solver, mdp)

# Output and validation

The policy is stored to `FiniteHorizonPolicy`

.
Example problems are defined in `test/instances/...`

, examples are used in corresponding test files. Results are validated against the value iteration executed on all epochs simultaneously.