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Library for stochastic control

copied from cf-post-staging / stopt

Installers

  • linux-64 v6.0
  • win-64 v6.0
  • osx-64 v6.0
  • osx-arm64 v6.0

conda install

To install this package run one of the following:
conda install conda-forge::stopt

Description

The STochastic OPTimization library (StOpt) aims at providing tools in C++ for solvingsome stochastic optimization problems encountered in finance or in the industry.


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