stochastic-dynamic-programming

Here are 5 public repositories matching this topic...

mehrdadn / SOTA-Py

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

transportation routing a-star convolution pathfinding-algorithm routing-algorithm shortest-path-problem shortest-path-routing-algorithm arrival transportation-network dijkstra-shortest-path transportation-planning shortest-pathfinding-algorithm transportation-problem stochastic-models stochastic-dynamic-programming reliable-routing

Updated Sep 20, 2026
Python

edouardberthe / adp-portfolio-selection

Star

Approximate Dynamic Programming for Portfolio Selection Problem

python finance python3 portfolio-optimization python35 gurobipy-wheels stochastic-dynamic-programming approximate-dynamic-programming

Updated Dec 8, 2022
Python

Mahmood-Anaam / stochastic-dynamic-programming

Star

This repository provides solutions and implementations for Stochastic Dynamic Programming (SDP) problems. It includes theoretical insights, practical coding examples, and detailed explanations for addressing various challenges in decision-making under uncertainty and stochastic processes.

python numpy markov-decision-processes shortest-path stochastic-dynamic-programming transition-problem parking-problem

Updated Aug 10, 2024
Jupyter Notebook

MG-05 / stochastic-freezer-optimization

Star

Stochastic dynamic programming for industrial freezer control and compressor selection under time-of-use pricing, demand charges, thermal uncertainty, and safety constraints.

optimal-control stochastic-dynamic-programming energy-optimization industrial-refrigeration