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Sequential Decision Problem Modeling Library

Sequential Decision Problem Modeling Library @ Castle Lab, Princeton Univ.

Installation

Requires Python 3 and the following packages:

  • numpy
  • scipy
  • pandas
  • matplotlib
  • xlrd

Included Problem Models

The following problem models are implemented in the subdirectories. Each implementation contains three components:

  • model: implements simulator based on how the problem is modeled
  • policy: implements decision-making policy functions
  • driver: runs the simulator and the policy

To test drive, run the driver script.

Adaptive Market Planning

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Asset Selling

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Blood Management

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Clinical Trials

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Energy Storage

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Medical Decision - Diabetes

Link

Stochastic Shortest Path - Static

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Stochastic Shortest Path - Dynamic

Link

Two Newsvendors

Link

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Sequential Decision Problem Modeling Library @ Castle Lab, Princeton Univ.

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