PolyOCP.jl is a Julia toolbox for transcribing and solving stochastic OCPs with additive i.i.d. disturbances via polynomial chaos expansions on linear systems.
Chaospy: An open source tool for designing methods of uncertainty quantification
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PolyOCP.jl -- A Julia Package for Stochastic OCPs and MPC
PolyOCP.jl is a Julia toolbox for transcribing and solving stochastic OCPs with additive i.i.d. disturbances via polynomial chaos expansions on linear systems.