stopt 5.1+dfsg-5 source package in Ubuntu
Changelog
stopt (5.1+dfsg-5) unstable; urgency=medium
* Omitting to run tests on 4 and 8 cores on mipsel as it causes freezes on
the Debian buildds
-- Pierre Gruet <email address hidden> Tue, 26 Jul 2022 20:54:48 +0200
Upload details
- Uploaded by:
- Debian Math Team
- Uploaded to:
- Sid
- Original maintainer:
- Debian Math Team
- Architectures:
- any all
- Section:
- misc
- Urgency:
- Medium Urgency
See full publishing history Publishing
| Series | Published | Component | Section |
|---|
Downloads
| File | Size | SHA-256 Checksum |
|---|---|---|
| stopt_5.1+dfsg-5.dsc | 3.0 KiB | ddaf4c3220a3bd2c7e8d68fac8c5e3df856adfbd5d4e20a7e21f8a9a8ed25b5a |
| stopt_5.1+dfsg.orig-texdoc.tar.xz | 552.7 KiB | 26b18b0399fd608ade5fc53ac0241a331d28eda62c663d7d71ef9ef08ec30cc7 |
| stopt_5.1+dfsg.orig.tar.xz | 384.7 KiB | edcf56517fca708eefe4c51cdf62b475de3056b85bf2554173d07b3bb63074e0 |
| stopt_5.1+dfsg-5.debian.tar.xz | 20.2 KiB | db8c200217261f99b7547db718e0c7a63781478a49c9dc4262e77fd75b15aca4 |
Available diffs
- diff from 5.1+dfsg-4 to 5.1+dfsg-5 (624 bytes)
No changes file available.
Binary packages built by this source
- libstopt-dev: No summary available for libstopt-dev in ubuntu kinetic.
No description available for libstopt-dev in ubuntu kinetic.
- libstopt5: library for stochastic optimization problems (shared library)
The STochastic OPTimization library (StOpt) aims at providing tools in C++ for
solving some stochastic optimization problems encountered in finance or in the
industry. Different methods are available:
- dynamic programming methods based on Monte Carlo with regressions (global,
local, kernel and sparse regressors), for underlying states following some
uncontrolled Stochastic Differential Equations;
- dynamic programming with a representation of uncertainties with a tree:
transition problems are here solved by some discretizations of the commands,
resolution of LP with cut representation of the Bellman values;
- Semi-Lagrangian methods for Hamilton Jacobi Bellman general equations for
underlying states following some controlled Stochastic Differential
Equations;
- Stochastic Dual Dynamic Programming methods to deal with stochastic stock
management problems in high dimension. Uncertainties can be given by Monte
Carlo and can be represented by a state with a finite number of values
(tree);
- Some branching nesting methods to solve very high dimensional non linear
PDEs and some appearing in HJB problems. Besides some methods are provided
to solve by Monte Carlo some problems where the underlying stochastic state
is controlled.
For each method, a framework is provided to optimize the problem and then
simulate it out of the sample using the optimal commands previously computed.
Parallelization methods based on OpenMP and MPI are provided in this
framework permitting to solve high dimensional problems on clusters.
The library should be flexible enough to be used at different levels depending
on the user's willingness.
.
This package contains the shared libraries: one which allows for
multithreading (libstopt-mpi) and one which does not (libstopt).
- libstopt5-dbgsym: No summary available for libstopt5-dbgsym in ubuntu kinetic.
No description available for libstopt5-dbgsym in ubuntu kinetic.
- python3-stopt: library for stochastic optimization problems (Python 3 bindings)
The STochastic OPTimization library (StOpt) aims at providing tools in C++ for
solving some stochastic optimization problems encountered in finance or in the
industry. Python 3 bindings are provided by this package in order to allow one
to use the C++ library in a Python code.
- python3-stopt-dbgsym: debug symbols for python3-stopt
- stopt-doc: No summary available for stopt-doc in ubuntu kinetic.
No description available for stopt-doc in ubuntu kinetic.
- stopt-examples: No summary available for stopt-examples in ubuntu kinetic.
No description available for stopt-examples in ubuntu kinetic.
