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17

A JuMP extension for Stochastic Dual Dynamic Programming

jump sddp julia sddip optimization optimal-control stochastic-integer benders-decomposition stochastic-programming markov-decision-process stochastic-optimization markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization stochastic-dual-dynamic-programming

Created 2017-04-10

682 commits to master branch, last one 11 days ago

StochasticPrograms.jl martinbiel

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76

mit

11

Julia package for formulating and analyzing stochastic recourse models.

julia l-shaped optimization progressive-hedging stochastic-programming

Created 2018-04-06

390 commits to master branch, last one 2 years ago

DecisionProgramming.jl gamma-opt

7

45

mit

4

DecisionProgramming.jl is a Julia package for solving multi-stage decision problems under uncertainty, modeled using influence diagrams. Internally, it relies on mathematical optimization. Decision mo...

jump julia influence-diagrams stochastic-programming decision-making-under-uncertainty

Created 2020-06-04

735 commits to master branch, last one 25 days ago