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A Java Stochastic Dynamic Programming Library
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gwr3n/jsdp
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=================================================== jsdp: a Java Stochastic Dynamic Programming Library =================================================== http://gwr3n.github.io/jsdp/ jsdp provides a general purpose Java library for modeling and solving Stochastic Dynamic Programs. The library features a number of applications in maintenance, stochastic optimal control, and stochastic lot sizing; including the computation of optimal nonstationary (s,S) policy parameters, as discussed by Herbert Scarf in his seminal work the optimality of (s,S) policies in the dynamic inventory problem. To learn more please take a tour of our Wiki. https://github.com/gwr3n/jsdp/wiki jsdp is maintained by Roberto Rossi, Full Professsor and Chair in Uncertainty Modelling at the University of Edinburgh. To cite jsdp: @software{jsdp_github, author = {Roberto Rossi}, title = {jsdp: a Java Stochastic Dynamic Programming library}, url = {http://gwr3n.github.io/jsdp/}, version = {1.0.1}, year = {2018} } @misc{2209.09979, Author = {Roberto Rossi}, Title = {jsdp: a Java Stochastic Dynamic Programming Library}, Year = {2022}, Eprint = {arXiv:2209.09979} }
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