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Sequential Decision Problem Modeling Library

Sequential Decision Problem Modeling Library @ Castle Lab, Princeton Univ.

Installation

Requires Python 3 and the following packages:

  • numpy
  • scipy
  • pandas
  • matplotlib
  • xlrd

Included Problem Models

The following problem models are implemented in the subdirectories. Each implementation contains three components:

  • model: implements simulator based on how the problem is modeled
  • policy: implements decision-making policy functions
  • driver: runs the simulator and the policy

To test drive, run the driver script.

Adaptive Market Planning

Link

Asset Selling

Link

Blood Management

Link

Clinical Trials

Link

Energy Storage

Link

Medical Decision - Diabetes

Link

Stochastic Shortest Path - Static

Link

Stochastic Shortest Path - Dynamic

Link

Two Newsvendors

Link

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Sequential Decision Problem Modeling Library @ Castle Lab, Princeton Univ.

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