Software
Stochastic Optimization has a range of software tools developed for solving stochastic optimization problems of various types. These include:
A sampling-based algorithm for multi-stage stochastic linear programming.
CAPTOR
A Dantzig-Wolfe column generation code for stochastic integer programming.
NECTA
A suite of tools for studying Nash-Cournot equilibria in constrained transmission grids.
STEPS
A statistical simulation tool for generating scenarios of future electricity prices.