3 results found Sort:

odow
SDDP.jl odow
63
320
other
16
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
712 commits to master branch, last one about a month ago
martinbiel
StochasticPrograms.jl martinbiel
26
79
mit
10
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
gamma-opt
DecisionProgramming.jl gamma-opt
7
46
mit
3
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 6 months ago