Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)
Laboratory for research and development on mathematical programming (optimization) and statistics. Electrical and Industrial Engineering departments, PUC-Rio.
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- HydroPowerModels.jl Public
A Julia/JuMP package for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP).
- UnobservedComponentsGAS Public
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- StateSpaceModels.jl Public
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
- ScoreDrivenModels.jl Public
Score-driven models, aka generalized autoregressive score models, in Julia
- ControlPowerFlow.jl Public
- ForwardCurveSmoother Public
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