stochastic-dynamic-programming

There are 2 repositories under stochastic-dynamic-programming topic.

• mehrdadn / SOTA-Py

  A discrete-time Python-based solver for the Stochastic On-Time Arrival routing problem

  routing-algorithmroutingtransportationtransportation-planningtransportation-networktransportation-problemarrivalstochastic-modelsconvolutionstochastic-dynamic-programminga-stardijkstra-shortest-pathshortest-path-routing-algorithmshortest-pathfinding-algorithmpathfinding-algorithmshortest-path-problemreliable-routing
  Language:Python 406

• cmdty / storage

  Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).

  commoditiesquantitative-financestoragecsharpoilgaspowerenergy-storagestochastic-optimizationdynamic-programmingstochastic-dynamic-programmingpythonexcel
  Language:C# 70

• edouardberthe / adp-portfolio-selection

  Approximate Dynamic Programming for Portfolio Selection Problem

  pythonapproximate-dynamic-programmingstochastic-dynamic-programminggurobipy-wheelsportfolio-optimizationfinancepython35python3
  Language:Python 49