Projects

Updated 6 months ago

DecisionProgramming • Rank 6.6 • Science 67%

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 models can be embedded within other optimization models.

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

Updated 6 months ago

sddp.jl • Rank 8.9 • Science 54%

A JuMP extension for Stochastic Dual Dynamic Programming

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

Updated 6 months ago

https://github.com/martinbiel/stochasticprograms.jl • Rank 6.1 • Science 20%

Julia package for formulating and analyzing stochastic recourse models.

julia l-shaped optimization progressive-hedging stochastic-programming

ecosyste.ms

Data

Tools

Indexes

Applications

Experiments

Open Source Science

DecisionProgramming • Rank 6.6 • Science 67%

sddp.jl • Rank 8.9 • Science 54%

https://github.com/martinbiel/stochasticprograms.jl • Rank 6.1 • Science 20%