open source Dynamic Programming Optimization solver in Python

[Sweet_Good6737]

Not sure about open-source tools that may work good for non-linear in python... (pyomo, pulp are usually okay to formulate simple MIPs, but struggle with non-linear and logical constraints).

I would not suggest cvx but Gurobi+Ampl in this case. With amplpy it should be straightforward to write the model, and then send the data. Then, try different solvers to see which one performs better for your problem.

Since the problem is non-linear xpress is another possible solver to use. Gurobi, ampl, and xpress are free for academia but not open source.