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@JuliaStochOpt

JuliaStochOpt

Stochastic Optimization in Julia

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  1. StochDynamicProgramming.jl StochDynamicProgramming.jl Public

    A package for discrete-time optimal stochastic control

    Julia 62 17

  2. ParameterJuMP.jl ParameterJuMP.jl Public

    A JuMP extension to use parameter in constraints RHS

    Julia 41 5

  3. StructDualDynProg.jl StructDualDynProg.jl Public

    Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface

    Julia 23 8

  4. StochOptInterface.jl StochOptInterface.jl Public

    A generic package to write stochastic programs easily

    Julia 5 1

  5. Scenarios.jl Scenarios.jl Public

    Julia 1 2

Repositories

Showing 5 of 5 repositories
  • StructDualDynProg.jl Public

    Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface

    JuliaStochOpt/StructDualDynProg.jl’s past year of commit activity
    Julia 23 8 9 1 Updated Jul 2, 2022
  • StochOptInterface.jl Public

    A generic package to write stochastic programs easily

    JuliaStochOpt/StochOptInterface.jl’s past year of commit activity
    Julia 5 MPL-2.0 1 1 2 Updated Jul 1, 2022
  • ParameterJuMP.jl Public

    A JuMP extension to use parameter in constraints RHS

    JuliaStochOpt/ParameterJuMP.jl’s past year of commit activity
    Julia 41 MIT 5 8 1 Updated Mar 27, 2022
  • StochDynamicProgramming.jl Public

    A package for discrete-time optimal stochastic control

    JuliaStochOpt/StochDynamicProgramming.jl’s past year of commit activity
    Julia 62 17 20 0 Updated Apr 7, 2020
  • Scenarios.jl Public
    JuliaStochOpt/Scenarios.jl’s past year of commit activity
    Julia 1 2 1 1 Updated Feb 8, 2020

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