reading SMPS format files in C++ (Two-stage stochastic programs with fixed recourse)

Solution of a two-stage stochastic model useful for investment planning using pyomo and mpi-sppy.

SMPS generation of cap problems

Codebase for "A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs"

reading SMPS files in Python (A Python package for reading SMPS files using GUROBI optimizer objects)

Algorithms for Capacity Constrained Multi-model Markov Decision Processes

Multi-stage Stochastic Programming for Integrated Network Optimization in Hurricane Relief Logistics and Evacuation Planning

VoteEnsemble: Ensemble methods for machine/deep learning and stochastic programming with guaranteed generalization.

Research project that evaluates the effect of forecast accuracy on workforce planning in e-commerce warehouse operation using stochastic programming

Stochastic linear program for investments in the European power system. To cite this Original Software Publication: https://www.sciencedirect.com/science/article/pii/S2352711021001424

GNU MathProg EDSL for Scala with support for scenario-based multistage stochastic programming

Implement integer-L-shaped method for solving two-stage stochastic programming

02435 - Decision-Making under Uncertainty

Devising an optimal portfolio choosing strategy based on stochastic programming

Optimizing Costs for Cloud Computing with Stochastic Programming

Julia modeling interface to parallel decomposition solver DSP

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Stochastic Optimization and ARIMA Model Forecast in Julia to Manage Airline Fleet

LBDA+: a mixed-integer two-stage recourse problem solver using a loose Benders decomposition algorithm.