Welcome to robupy’s documentation!


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robupy is an open-source Python package for finding worst-case probabilites in the context of robust decision making. It implements an algorithm, which reduces the selection to a one-dimensional minimization problem. This algorithm was developed and described in:

Nilim, A., & El Ghaoui, L. (2005). Robust control of Markov decision processes with uncertain transition matrices.. Operations Research, 53(5): 780–798.

You can install robupy via conda with

$ conda config --add channels conda-forge
$ conda install -c opensourceeconomics robupy

Please visit our online documentation for tutorials and other information.


If you use robupy for your research, do not forget to cite it with

@Unpublished{The robupy team,
    Author = {The robupy team},
    Title  = {robupy - A Python package for robust optimization},
    Year   = {2019},
    Url    = {https://github.com/OpenSourceEconomics/robupy},


Development Lead

Maximilian Blesch