RiskMDPs

Solving MDPs with risk measure objectives

Installation

The package is not yet avalaible through the julia repository. You need to install it directly from github.

Using the package

The simplest way to install this package is as follows.

using Pkg
Pkg.add(url="https://github.com/RiskAverseRL/MDPs.jl.git")
Pkg.add(url="https://github.com/RiskAverseRL/RiskMDPs.jl.git")

Developing the package

Step 1. Download the packages

git clone [email protected]:RiskAverseRL/MDPs.jl.git
git clone [email protected]:RiskAverseRL/RiskMDPs.jl.git

using Pkg
Pkg.develop("MDPs.jl")
Pkg.develop("RiskMDPs.jl")

Troubleshooting

This installation may have some problems with running tests.

The more convoluted way, but one that should work is to do the following:

1. Clone the repositories

git clone [email protected]:RiskAverseRL/MDPs.jl.git
git clone [email protected]:RiskAverseRL/RiskMDPs.jl.git

2. Register the packages for development (note that you can start the package mode by typing ])

pkg> develop MDPs.jl
pkg> develop RiskMDPs.jl

3. Create a local registry by following the instructions at:

https://github.com/GunnarFarneback/LocalRegistry.jl

Or follow these steps. Replace "

" by the appropriate directory in ALL commands below.

• Create a bare git repository.

> mkdir <dir>
> cd <dir>
> git init --bare

• Create a registry in Julia as follows.

julia> using Pkg
julia> Pkg.add("LocalRegistry")
julia> using LocalRegistry
julia> loc = create_registry("local", "<dir>")
julia> cd("$loc")
julia> run(`git push --set-upstream origin master`)

The registry should now be all set up.

4. Register the MDP package

julia> using LocalRegistry
julia> register("MDPs")

Remember that you may need to call the register function again when there is any change to the MDP package.

4. You should be all set now. You can test your installation by running

pkg> test MDPs
pkg> test RiskMDPs