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@JuliaStochOpt

JuliaStochOpt

Stochastic Optimization in Julia

Popular repositories

  1. StochDynamicProgramming.jl StochDynamicProgramming.jl Public

    A package for discrete-time optimal stochastic control

    Julia 61 16

  2. ParameterJuMP.jl ParameterJuMP.jl Public

    A JuMP extension to use parameter in constraints RHS

    Julia 40 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

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