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.

Data-driven decision making under uncertainty using matrices

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

Julia modeling interface to parallel decomposition solver DSP