JuliaStochOpt
Stochastic Optimization in Julia
Popular repositories
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StochDynamicProgramming.jl
StochDynamicProgramming.jl PublicA package for discrete-time optimal stochastic control
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ParameterJuMP.jl
ParameterJuMP.jl PublicA JuMP extension to use parameter in constraints RHS
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StructDualDynProg.jl
StructDualDynProg.jl PublicImplementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface
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StochOptInterface.jl
StochOptInterface.jl PublicA generic package to write stochastic programs easily
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Repositories
Showing 5 of 5 repositories
- StructDualDynProg.jl Public
Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface
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- Scenarios.jl Public