Projects in Awesome Lists tagged with stochastic-programming

A curated list of projects in awesome lists tagged with stochastic-programming .

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https://github.com/odow/sddp.jl

A JuMP extension for Stochastic Dual Dynamic Programming

benders-decomposition julia jump markov-decision-process markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization optimal-control optimization sddip sddp stochastic-dual-dynamic-programming stochastic-integer stochastic-optimization stochastic-programming

Last synced: 15 May 2025

https://github.com/odow/SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

benders-decomposition julia jump markov-decision-process markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization optimal-control optimization sddip sddp stochastic-dual-dynamic-programming stochastic-integer stochastic-optimization stochastic-programming

Last synced: 04 May 2025

https://github.com/martinbiel/stochasticprograms.jl

Julia package for formulating and analyzing stochastic recourse models.

julia l-shaped optimization progressive-hedging stochastic-programming

Last synced: 10 Aug 2025

https://github.com/martinbiel/StochasticPrograms.jl

Julia package for formulating and analyzing stochastic recourse models.

julia l-shaped optimization progressive-hedging stochastic-programming

Last synced: 04 May 2025

https://github.com/gamma-opt/decisionprogramming.jl

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.

decision-making-under-uncertainty influence-diagrams julia jump stochastic-programming

Last synced: 08 May 2025

https://github.com/leoschleier/sddip

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.

optimization python sddip stochastic-optimization stochastic-programming

Last synced: 28 Feb 2026

https://github.com/kibaekkim/dspopt.jl

Julia modeling interface to parallel decomposition solver DSP

julia modeling optimization stochastic-programming structured-programming

Last synced: 11 Aug 2025

https://github.com/irieo/integ

Input data and source code for the paper "Modelling uncertainty in coupled electricity and gas system models—is it worth the effort?"

energy modelling stochastic-programming uncertainty

Last synced: 15 Apr 2025

https://github.com/ds4dm/nectar

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

machine-learning mixed-integer-programming stochastic-programming

Last synced: 25 Dec 2025

https://github.com/lucasbotang/cloud_computing_with_stochastic_programming_decomposition

Optimizing Costs for Cloud Computing with Stochastic Programming

algorithms benders-decomposition cloud-computing mip optimization stochastic-programming

Last synced: 25 Jun 2025