StochDynamicProgramming.jl

A package for discrete-time optimal stochastic control

ParameterJuMP.jl

A JuMP extension to use parameter in constraints RHS

StructDualDynProg.jl

Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface

StochOptInterface.jl

A generic package to write stochastic programs easily

Scenarios.jl