A generic dynamic programming Matlab function

This paper introduces a generic dynamic programming function for Matlab. This function solves discrete-time optimal-control problems using Bellman´s dynamic programming algorithm. The function is implemented such that the user only needs to provide the objective function and the model equations. The function includes several options for solving optimal-control problems. The model equations can include several state variables and input variables. Furthermore, the model equations can be time-variant and include time-variant state and input constraints. The syntax of the function is explained using two examples. The first is the well-known Lotka-Volterra fishery problem and the second is a parallel hybrid-electric vehicle optimization problem.