odow / SDDP.jl Star 279 Code Issues Pull requests Stochastic Dual Dynamic Programming in Julia optimization julia optimal-control markov-decision-processes jump stochastic-optimization benders-decomposition sddp stochastic-programming markov-decision-process multistage-stochastic-optimization stochastic-integer sddip multistage-stochastic-integer stochastic-dual-dynamic-programming Updated May 13, 2024 Julia
kirui93 / ScenTrees.jl Star 23 Code Issues Pull requests Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization julia stochastic-processes scenario-tree multistage-stochastic-optimization scenario-tree-generation scenario-lattice stochastic-data Updated Feb 19, 2024 Julia
rharish101 / multistage-step-size-scheduling-minimax Star 1 Code Issues Pull requests Master's thesis: Experiments on multistage step size schedulers for first-order optimization in minimax problems thesis gans learning-rate-scheduling multistage-stochastic-optimization minimax-optimization Updated Oct 21, 2022 Python