jsdp: a Java Stochastic DP Library
Artificial Intelligence
2023-09-12 v3 Optimization and Control
Abstract
Stochastic Programming is a framework for modelling and solving problems of decision making under uncertainty. Stochastic Dynamic Programming is a branch of Stochastic Programming that takes a "functional equation" approach to the discovery of optimal policies. By leveraging constructs - lambda expressions, functional interfaces, collections and aggregate operators - implemented in Java to operationalise the MapReduce framework, jsdp provides a general purpose library for modelling and solving Stochastic Dynamic Programs.
Cite
@article{arxiv.2209.09979,
title = {jsdp: a Java Stochastic DP Library},
author = {Roberto Rossi},
journal= {arXiv preprint arXiv:2209.09979},
year = {2023}
}
Comments
8 pages