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Stochastic Dynamic Programming in Java

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Roberto Rossi edited this page Aug 2, 2016 · 48 revisions

A short introduction to Stochastic Dynamic Programming in Java (work in progress...).

Introduction

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Stochastic Dynamic Programming

Introduction to Stochastic Dynamic Programming

Stochastic Dynamic Programming in Java

jsdp

The jsdp Library

The Capital Flow Stochastic Lot Sizing in jsdp

Sample Applications

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