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Stochastic Dynamic Programming in Java

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

We provide an example-driven short introduction to Stochastic Dynamic Programming in Java.

Key Java 8 features: lambda calculus, streams and MapReduce

Applications

Inventory control

Gambler's ruin

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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