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  1. PortfolioManager PortfolioManager Public

    Portfolio optimization

    Python 5

  2. SDDPpy SDDPpy Public

    DRO implementation of SDDP

    Python 3 2

  3. NortaPy NortaPy Public

    A python implementation of NORTA algorithm for random vector generation with component-wise correlation.

    Python 3 1

  4. jDIKBD jDIKBD Public

    A java implementation of Dijkstra's algorithm using a double bucket data structure

    Java

  5. jPulseBase jPulseBase Public

    Java codification of the pulse algorithm to solve the Constrained Shortest Path Problem (CSP)

    Java 20 8

  6. COVID-TriggerOpt COVID-TriggerOpt Public

    Covid-19 Trigger Optimization

    Python 3 3