stopt
Library for stochastic control
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Description
The STochastic OPTimization library (StOpt) aims at providing tools in C++ for solvingsome stochastic optimization problems encountered in finance or in the industry.
About
Summary
Library for stochastic control
Last Updated
Apr 2, 2026 at 11:33
License
GPL-3.0-or-later
Supported Platforms
win-64
macOS-arm64
macOS-64
linux-ppc64le
linux-aarch64
linux-64
GitHub Repository
https://gitlab.com/stochastic-control/StOptDocumentation
https://gitlab.com/stochastic-control/StOpt