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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.

Java 8 features: lambda calculus, streams and MapReduce

Stochastic Dynamic Programming

Applications

Inventory control

Gambler's ruin

Introduction

Home

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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