An open API service indexing awesome lists of open source software.

https://github.com/gwr3n/jsdp

A Java Stochastic Dynamic Programming Library
https://github.com/gwr3n/jsdp

control dynamic inventory java lambda-calculus maintenance map-reduce object-oriented optimal parallel programming stochastic stream uncertainty

Last synced: 1 day ago
JSON representation

A Java Stochastic Dynamic Programming Library

Awesome Lists containing this project

README

          

===================================================
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}
}