jsdp: a Java Stochastic DP Library

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Publication date: 20 September 2022

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.

Has companion code repository: https://github.com/gwr3n/jsdp

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