Year: 2022
Type: preprint
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.
Source: arXiv (Cornell University)
Author: Rossi, Roberto
Institution: University of Edinburgh
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W4297899264