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multistage-stochastic-optimization

Here are 4 public repositories matching this topic...

odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

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 Dec 8, 2025
Julia

kirui93 / ScenTrees.jl

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

EgoPer / Decision-Focused-Forecasting

Code for the experiments in the paper "Decision-Focused Forecasting: Decision Losses for Multistage Optimisation".

forecasting end-to-end-learning multistage-stochastic-optimization decision-focused-learning

Updated Apr 21, 2025
Jupyter Notebook

rharish101 / multistage-step-size-scheduling-minimax

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 Dec 11, 2024
Python

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