Welcome to robupy’s documentation!¶
robupy¶
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.
Citation¶
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@Unpublished{The robupy team,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},
}