Step 1 : Download python MDP toolbox from https://pymdptoolbox.readthedocs.io/en/latest/api/mdptoolbox.html

Step 2: Replace the mdp.py and example.py files in the downloaded version with our mdp.py and example.py files provided. This contains our proposed Generalized Newton second order value iteration scheme.

Step 3: Run Generalized SOVI file.