stochastic-programming topic

Stochastic Dual Dynamic Programming in Julia

odow

Julia package for formulating and analyzing stochastic recourse models.

martinbiel

Data-driven decision making under uncertainty using matrices

edxu96

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Sinbad-The-Sailor

Benders decomposition to solve mixed integer linear programming, especially stochastic programming in seconds!

edxu96

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...

gamma-opt

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.

leoschleier