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Top Pkgs Packages

1

StochDynamicProgramming

A package for discrete-time optimal stochastic control

2

StructDualDynProg

Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface

3

ParameterJuMP

A JuMP extension to use parameter in constraints RHS

4

StochOptInterface

A generic package to write stochastic programs easily