Stochastic Dual Dynamic Programming in Julia
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Updated
Jun 4, 2024 - Julia
Stochastic Dual Dynamic Programming in Julia
Julia package for formulating and analyzing stochastic recourse models.
Data-driven decision making under uncertainty using matrices
DecisionProgramming.jl is a Julia package for solving multi-stage decision problems under uncertainty, modeled using influence diagrams. Internally, it relies on mathematical optimization. Decision models can be embedded within other optimization models.
Benders decomposition to solve mixed integer linear programming, especially stochastic programming in seconds!
Julia modeling interface to parallel decomposition solver DSP
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