JuMPeR is a modeling language for robust optimization. It is embedded in the Julia programming language, and is an extension to the JuMP modeling language. Install with Julia package manager: julia> Pkg.add("JuMPeR"). Read the (limited) documentation to learn more. Help with documentation is appreciated! The JuMPeR chapter from my thesis is also available. The source code is well-commented, if you'd like to understand more. Checkout the examples.