jsdp: a Java Stochastic DP Library
Roberto Rossi
TL;DR
jsdp is a Java library that facilitates modeling and solving stochastic dynamic programming problems by leveraging functional programming constructs and the MapReduce framework.
Contribution
It introduces a general-purpose Java library that operationalizes stochastic dynamic programming using functional programming and MapReduce techniques.
Findings
Provides a flexible Java library for stochastic dynamic programming.
Leverages Java constructs like lambda expressions and collections.
Enables scalable problem solving with MapReduce integration.
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.
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Taxonomy
TopicsBayesian Modeling and Causal Inference · Water resources management and optimization · Auction Theory and Applications
MethodsLib