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jsdp: a Java Stochastic Dynamic Programming Library
===================================================

https://gwr3n.github.io/jsdp/

jsdp provides a general purpose Java library for 
modeling and solving Stochastic Dynamic Programs. 

The library features a number of applications in 
maintenance, stochastic optimal control, and 
stochastic lot sizing; including the computation 
of optimal nonstationary (s,S) policy parameters, 
as discussed by Herbert Scarf in his seminal work 
the optimality of (s,S) policies in the dynamic 
inventory problem.

To learn more please take a tour of our Wiki.

https://github.com/gwr3n/jsdp/wiki

jsdp is maintained by Roberto Rossi, 
Full Professsor and Chair in Uncertainty Modelling 
at the University of Edinburgh.

To cite jsdp:

@software{jsdp_github,
  author = {Roberto Rossi},
  title = {jsdp: a Java Stochastic Dynamic Programming library},
  url = {https://gwr3n.github.io/jsdp/},
  version = {1.0.1},
  year = {2018}
}

@misc{2209.09979,
  Author = {Roberto Rossi},
  Title = {jsdp: a Java Stochastic Dynamic Programming Library},
  Year = {2022},
  Eprint = {arXiv:2209.09979}
}