stochastic-programming

A JuMP extension for Stochastic Dual Dynamic Programming

Julia package for formulating and analyzing stochastic recourse models.

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.

2026 高教社杯全国大学生数学建模竞赛 A/B/C 三题合集：完整建模、求解、多方法检验与一键复现（含三份 PDF 说明文档、全部源码/结果与复现脚本）

Data-driven decision making under uncertainty using matrices

Benders decomposition to solve mixed integer linear programming, especially stochastic programming in seconds!

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

A Benders Decomposition Library in Python

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Julia modeling interface to parallel decomposition solver DSP

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

Implement integer-L-shaped method for solving two-stage stochastic programming

Solution of a two-stage stochastic model useful for investment planning using pyomo and mpi-sppy.

02435 - Decision-Making under Uncertainty

VoteEnsemble: Ensemble methods for machine/deep learning and stochastic programming with guaranteed generalization.

Devising an optimal portfolio choosing strategy based on stochastic programming

2026 CUMCM C题 微网与外部电网电力调控策略：完整建模、求解、检验与五项模型改进（线性规划/随机规划/MPC）

reading SMPS format files in C++ (Two-stage stochastic programs with fixed recourse)

An energy optimization linear problem using a combination of Operations Research (OR) and Machine Learning (ML) including sensitivity and parametric analysis, stochastic programming, robust optimization, and ML-assisted optimization

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